Testing weak cross-sectional correlation of abnormal returns using spacings

Niklas Ahlgren; Jan Antell

Testing weak cross-sectional correlation of abnormal returns using spacings

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

Original language	English
Title of host publication	2nd International Conference on Applied Statistics and Econometrics : Book of Abstracts
Editors	Ugur Ergun
Number of pages	2
Place of Publication	Tirana
Publisher	Epoka University
Publication date	02.05.2019
Pages	58-59
ISBN (Print)	978-9928-135-28-5
ISBN (Electronic)	978-9928-135-28-5
Publication status	Published - 02.05.2019
MoE publication type	A4 Article in conference proceedings
Event	International Conference on Applied Statistics and Econometrics (ICASE) 2019 - Epoka University, Tirana, Albania Duration: 02.05.2019 → 03.05.2019 Conference number: 2 http://icase.epoka.edu.al/2019/

Keywords

112 Statistics and probability
511 Economics

Access to Document

http://epoka.edu.al/mat/icase/Book%20of%20Abstracts%20ICASE19.pdf

OpenUrl availability

Full text

Cite this

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title = "Testing weak cross-sectional correlation of abnormal returns using spacings",

keywords = "112 Statistics and probability, 511 Economics",

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month = may,

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booktitle = "2nd International Conference on Applied Statistics and Econometrics",

publisher = "Epoka University",

note = "International Conference on Applied Statistics and Econometrics (ICASE) 2019, ICASE 2019 ; Conference date: 02-05-2019 Through 03-05-2019",

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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. Epoka University, Tirana, pp. 58-59, International Conference on Applied Statistics and Econometrics (ICASE) 2019, Tirana, Albania, 02.05.2019. <http://epoka.edu.al/mat/icase/Book%20of%20Abstracts%20ICASE19.pdf>

Testing weak cross-sectional correlation of abnormal returns using spacings. / Ahlgren, Niklas ; Antell, Jan.
2nd International Conference on Applied Statistics and Econometrics : Book of Abstracts. ed. / Ugur Ergun. Tirana: Epoka University, 2019. p. 58-59.

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

TY - GEN

T1 - Testing weak cross-sectional correlation of abnormal returns using spacings

AU - Ahlgren, Niklas

AU - Antell, Jan

N1 - Conference code: 2

PY - 2019/5/2

Y1 - 2019/5/2

KW - 112 Statistics and probability

KW - 511 Economics

M3 - Conference contribution

SN - 978-9928-135-28-5

SP - 58

EP - 59

BT - 2nd International Conference on Applied Statistics and Econometrics

A2 - Ergun, Ugur

PB - Epoka University

CY - Tirana

T2 - International Conference on Applied Statistics and Econometrics (ICASE) 2019

Y2 - 2 May 2019 through 3 May 2019

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