Testing weak cross-sectional correlation of abnormal returns using spacings

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publication2nd International Conference on Applied Statistics and Econometrics : Book of Abstracts
EditorsUgur Ergun
Number of pages2
Place of PublicationTirana
PublisherEpoka University
Publication date02.05.2019
Pages58-59
ISBN (Print)978-9928-135-28-5
ISBN (Electronic)978-9928-135-28-5
Publication statusPublished - 02.05.2019
MoE publication typeA4 Article in conference proceedings
EventInternational Conference on Applied Statistics and Econometrics (ICASE) 2019 - Epoka University, Tirana, Albania
Duration: 02.05.201903.05.2019
Conference number: 2
http://icase.epoka.edu.al/2019/

Keywords

  • 112 Statistics and probability
  • 511 Economics

Cite this

Ahlgren, N., & Antell, J. (2019). Testing weak cross-sectional correlation of abnormal returns using spacings. In U. Ergun (Ed.), 2nd International Conference on Applied Statistics and Econometrics : Book of Abstracts (pp. 58-59). Epoka University. http://epoka.edu.al/mat/icase/Book%20of%20Abstracts%20ICASE19.pdf