Tuesday, August 26, 2008

SSRN-A Generalized Rank Test for Testing Cumulative Abnormal Returns In Event Studies by James Kolari, Seppo Pynnonen

This one may not be of wide general interest but it definitely will be for those who do academic financial research. From the abstract:SSRN-A Generalized Rank Test for Testing Cumulative Abnormal Returns In Event Studies by James Kolari, Seppo Pynnonen: "This paper proposes a generalized rank test that can be used both for testing cumulative abnormal returns as well as single abnormal returns.

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