Contemporary event study test: event-induced variance and cross correlation among abnormal returns in dividend

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Contemporary event study test: event-induced variance and cross correlation among abnormal returns in dividend

Although many literatures related to event studies have reported the problem of event-induced variance and cross correlation among abnormal returns, a lot of researchers still employ conventional event-study methods which tend to reject the null hypothesis of zero average abnormal returns too freque...

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Bibliographic Details
Main Authors:	Ng, Chee Pung, Choo, Wei Chong, Amin Noordin, Bany Ariffin, Md Nassir, Annuar
Format:	Article
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/16083/ http://psasir.upm.edu.my/id/eprint/16083/1/2%29%20Contemporary%20Event%20Study%20Test.pdf

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