书目详细信息
： Analyzing event statistics in corporate finance :
书目信息 机读格式(MARC)
| ISBN： | 9781137397171 |
|---|---|
| 编目源： | 211064 211064 |
| 个人名称： | Jeng, Jau-Lian,1955-. |
| 题名： | Analyzing event statistics in corporate finance : methodologies, evidences, and critiques/ [by] Jau-Lian Jeng. |
| 索书号： | F275/J51E |
| 出版发行项： | New York: Palgrave Macmillan, c2015. |
| 载体形态： | x, 186 p.; 23 cm. |
| 书目附注： | Includes bibliographical references (p. [173]-183) and index. |
| 格式化内容附注： | Machine generated contents note: -- PART I: EVENT STUDY METHODOLGY I -- 1. Data Collection in Long-run or Short-run Format? -- 2. Model Specifications for Normal (or Expected) Returns -- 3. Cumulative Abnormal Returns or Structural Change Tests? -- PART II: EVENT STUDY METHODOLOGY II -- 4. Recursive Estimation for Normal (or Expected) Returns -- 5. Time Will Tell! A Method with Occupation Time Statistics. |