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

Finansiell ekonomi, Helsingfors

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Kapitel › Vetenskaplig › Peer review

Originalspråk	Engelska
Titel på värdpublikation	Contributions to Mathematics, Statistics, Econometrics, and Finance : Essays in Honour of Professor Seppo Pynnönen
Redaktörer	Johan Knif, Bernard Pape
Antal sidor	15
Utgivningsort	Vaasa
Förlag	University of Vaasa
Utgivningsdatum	2014
Sidor	89-103
ISBN (tryckt)	978–952–476–522–0
ISBN (elektroniskt)	978–952–476–523–7
Status	Publicerad - 2014
MoE-publikationstyp	A3 Del av bok eller annat samlingsverk

Publikationsserier

Namn	Acta Wasaensia
Förlag	University of Vaasa
Volym	296
ISSN (tryckt)	0355–2667
ISSN (elektroniskt)	2323–9123

Namn	Acta Wasaensia. Statistics
Volym	7
ISSN (tryckt)	1235-7936
ISSN (elektroniskt)	2342–1282

Nyckelord

511 Nationalekonomi
KOTA2014

Åtkomst av dokument

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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Fulltext

Citera det här

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. I J. Knif, & B. Pape (Red.), Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen (s. 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. redaktör / Johan Knif ; Bernard Pape. Vaasa : University of Vaasa, 2014. s. 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. i J Knif & B Pape (red), 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, s. 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. red. / Johan Knif; Bernard Pape. Vaasa: University of Vaasa, 2014. s. 89-103 (Acta Wasaensia; Vol. 296), (Acta Wasaensia. Statistics; Vol. 7).

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Kapitel › Vetenskaplig › Peer review

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KW - KOTA2014

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A2 - Knif, Johan

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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. I Knif J, Pape B, redaktörer, Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. Vaasa: University of Vaasa. 2014. s. 89-103. (Acta Wasaensia). (Acta Wasaensia. Statistics).