Correlation and heteroscedastisity robust long-horizon event study testing

Johan Knif, James Kolari, Seppo Pynnönen

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	Multinantional Finance Society
Publication date	2012
Publication status	Published - 2012
MoE publication type	A4 Article in conference proceedings
Event	Multinantional Finance Society - Krakow, Poland Duration: 24.06.2012 → 27.06.2012 Conference number: 19

Keywords

@inproceedings{2805a61b1283485cbda4e32187362a45,

title = "Correlation and heteroscedastisity robust long-horizon event study testing",

keywords = "511 Economics, KOTA2012",

author = "Johan Knif and James Kolari and Seppo Pynn{\"o}nen",

note = " Volume: Proceeding volume: ; Multinantional Finance Society ; Conference date: 24-06-2012 Through 27-06-2012",

year = "2012",

language = "English",

booktitle = "Multinantional Finance Society",

}

TY - GEN

T1 - Correlation and heteroscedastisity robust long-horizon event study testing

AU - Knif, Johan

AU - Kolari, James

AU - Pynnönen, Seppo

N1 - Conference code: 19

PY - 2012

Y1 - 2012

KW - 511 Economics

KW - KOTA2012

M3 - Conference contribution

BT - Multinantional Finance Society

T2 - Multinantional Finance Society

Y2 - 24 June 2012 through 27 June 2012

ER -