Illustrating the effects of cross-sectional correlation on event study results: The Private Securities Litigation Reform Act of 1995 revisited

Jan Antell, Timo Korkeamäki

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationContributions to Mathematics, Statistics, Econometrics, and Finance : Essays in Honour of Professor Seppo Pynnönen
EditorsJohan Knif, Bernard Pape
Number of pages15
Place of PublicationVaasa
PublisherUniversity of Vaasa
Publication date2014
ISBN (Print)978–952–476–522–0
ISBN (Electronic)978–952–476–523–7
Publication statusPublished - 2014
MoE publication typeA3 Book chapter

Publication series

NameActa Wasaensia
PublisherUniversity of Vaasa
ISSN (Print)0355–2667
ISSN (Electronic)2323–9123
NameActa Wasaensia. Statistics
ISSN (Print)1235-7936
ISSN (Electronic)2342–1282


  • 511 Economics
  • KOTA2014

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