Event-study methodology under conditions of event-induced variance

• 1 December 1991
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 30  (2) , 253-272
• https://doi.org/10.1016/0304-405x(91)90032-f

Abstract

Keywords

• EVENT STUDIES
• EVENT INDUCED VARIANCE
• EXTENT
• STOCHASTIC
• IGNORING
• ABNORMAL