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
Pages89-103
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
Volume296
ISSN (Print)0355–2667
ISSN (Electronic)2323–9123
NameActa Wasaensia. Statistics
Volume7
ISSN (Print)1235-7936
ISSN (Electronic)2342–1282

Keywords

  • 511 Economics
  • KOTA2014

Cite this

Antell, J., & Korkeamäki, T. (2014). Illustrating the effects of cross-sectional correlation on event study results: The Private Securities Litigation Reform Act of 1995 revisited. In J. Knif, & B. Pape (Eds.), Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen (pp. 89-103). (Acta Wasaensia; Vol. 296), (Acta Wasaensia. Statistics; Vol. 7). University of Vaasa. http://www.uva.fi/materiaali/pdf/isbn_978%E2%80%93952%E2%80%93476%E2%80%93523%E2%80%937.pdf