Using daily stock returns in event studies and the choice of parametric versus nonparametric test statistics.: An article from: Quarterly Journal of Business and Economics

This digital document is an article from Quarterly Journal of Business and Economics, published by University of Nebraska-Lincoln on January 1, 1990. The length of the article is 4178 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Using daily stock returns in event studies and the choice of parametric versus nonparametric test statistics.
Author: Michael A. Berry
Publication:Quarterly Journal of Business and Economics (Refereed)
Date: January 1, 1990
Publisher: University of Nebraska-Lincoln
Volume: v29 Issue: n1 Page: p70(16)

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