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An Application Of The Bootstrap Method To The Analysis Of Squared, Standardized Market Model Prediction Errors

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  • MARAIS, ML

Abstract

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Suggested Citation

  • Marais, Ml, 1984. "An Application Of The Bootstrap Method To The Analysis Of Squared, Standardized Market Model Prediction Errors," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 33-54.
    • Handle: RePEc:bla:joares:v:22:y:1984:i::p:33-54
    DOI: http://hdl.handle.net/10.2307/2490857
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    Citations

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    Cited by:

    1. Jap Efendi & Jin Dong Park & Chandra Subramaniam, 2016. "Does the XBRL Reporting Format Provide Incremental Information Value? A Study Using XBRL Disclosures During the Voluntary Filing Program," Abacus, Accounting Foundation, University of Sydney, vol. 52(2), pages 259-285, June.
    2. Donald R. Deis & R. Carter Hill, 1998. "An Application of the Boostrap Method to the Simultaneous Equations Model of the Demand and Supply of Audit Services," Contemporary Accounting Research, John Wiley & Sons, vol. 15(1), pages 83-99, March.
    3. Beatty, Anne, 1995. "The cash flow and informational effects of employee stock ownership plans," Journal of Financial Economics, Elsevier, vol. 38(2), pages 211-240, June.
    4. Amitabh Dugar & Siva Nathan, 1995. "The Effect of Investment Banking Relationships on Financial Analysts' Earnings Forecasts and Investment Recommendations," Contemporary Accounting Research, John Wiley & Sons, vol. 12(1), pages 131-160, September.
    5. Pin-Huang Chou, 1996. "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance 9609002, University Library of Munich, Germany.
    6. Chen, Xia & Cheng, Qiang & Lo, Kin, 2010. "On the relationship between analyst reports and corporate disclosures: Exploring the roles of information discovery and interpretation," Journal of Accounting and Economics, Elsevier, vol. 49(3), pages 206-226, April.
    7. Yadav, Pradeep K., 1992. "Event studies based on volatility of returns and trading volume: A review," The British Accounting Review, Elsevier, vol. 24(2), pages 157-184.
    8. Smith Bamber, Linda & Christensen, Theodore E. & Gaver, Kenneth M., 2000. "Do we really 'know' what we think we know? A case study of seminal research and its subsequent overgeneralization," Accounting, Organizations and Society, Elsevier, vol. 25(2), pages 103-129, February.

    More about this item

    Keywords

    Research Methodology; Market model prediction errors; Bootstrap method; Information effects;
    All these keywords.

    JEL classification:

    • M40 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - General
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access

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