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

Jan Antell; Timo Korkeamäki

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

Jan Antell, Timo Korkeamäki

Finance, Helsinki

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

Original language	English
Title of host publication	Contributions to Mathematics, Statistics, Econometrics, and Finance : Essays in Honour of Professor Seppo Pynnönen
Editors	Johan Knif, Bernard Pape
Number of pages	15
Place of Publication	Vaasa
Publisher	University of Vaasa
Publication date	2014
Pages	89-103
ISBN (Print)	978–952–476–522–0
ISBN (Electronic)	978–952–476–523–7
Publication status	Published - 2014
MoE publication type	A3 Book chapter

Publication series

Name	Acta Wasaensia
Publisher	University of Vaasa
Volume	296
ISSN (Print)	0355–2667
ISSN (Electronic)	2323–9123

Name	Acta Wasaensia. Statistics
Volume	7
ISSN (Print)	1235-7936
ISSN (Electronic)	2342–1282

Keywords

511 Economics
KOTA2014

Access to Document

Antell_Korkeamaki_2014

http://www.uva.fi/materiaali/pdf/isbn_978%E2%80%93952%E2%80%93476%E2%80%93523%E2%80%937.pdf

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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

Antell, Jan ; Korkeamäki, Timo. / Illustrating the effects of cross-sectional correlation on event study results : The Private Securities Litigation Reform Act of 1995 revisited. Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. editor / Johan Knif ; Bernard Pape. Vaasa : University of Vaasa, 2014. pp. 89-103 (Acta Wasaensia). (Acta Wasaensia. Statistics).

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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. Acta Wasaensia, vol. 296, Acta Wasaensia. Statistics, vol. 7, University of Vaasa, Vaasa, pp. 89-103. <http://www.uva.fi/materiaali/pdf/isbn_978%E2%80%93952%E2%80%93476%E2%80%93523%E2%80%937.pdf>

Illustrating the effects of cross-sectional correlation on event study results: The Private Securities Litigation Reform Act of 1995 revisited. / Antell, Jan; Korkeamäki, Timo.
Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. ed. / Johan Knif; Bernard Pape. Vaasa: University of Vaasa, 2014. p. 89-103 (Acta Wasaensia; Vol. 296), (Acta Wasaensia. Statistics; Vol. 7).

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

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BT - Contributions to Mathematics, Statistics, Econometrics, and Finance

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A2 - Pape, Bernard

PB - University of Vaasa

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Antell J, Korkeamäki T. Illustrating the effects of cross-sectional correlation on event study results: The Private Securities Litigation Reform Act of 1995 revisited. In Knif J, Pape B, editors, Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. Vaasa: University of Vaasa. 2014. p. 89-103. (Acta Wasaensia). (Acta Wasaensia. Statistics).