Event Study Testing with Cross-Sectional Correlation Due to Partially Overlapping Event Windows
Academic Article
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- Overview
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Overview
published proceedings
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Mays Business School Research Paper
author list (cited authors)
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Kolari, J. W., Pape, B., & Pynnonen, S.
complete list of authors
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Kolari, James W||Pape, Bernd||Pynnonen, Seppo
publication date
Research
keywords
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Abnormal Returns; Event Day Clustering; Clustering Robust Standard Errors; Cross-sectional Correlation
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