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Analyzing Event Statistics in Corporate Finance

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  • Jau-Lian Jeng

    (Azusa Pacific University)

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Suggested Citation

  • Jau-Lian Jeng, 2015. "Analyzing Event Statistics in Corporate Finance," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-49160-2, October.
    • Handle: RePEc:pal:palbok:978-1-137-49160-2
    DOI: 10.1057/9781137491602
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    Cited by:

    1. Shahriar Kabir & Ruhul Salim, 2016. "Can A Common Currency Induce Intra-Regional Trade? The Southeast Asian Perspective," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(3), pages 218-234, November.
    2. Górecki, Tomasz & Horváth, Lajos & Kokoszka, Piotr, 2018. "Change point detection in heteroscedastic time series," Econometrics and Statistics, Elsevier, vol. 7(C), pages 63-88.
    3. Lajos Horváth & William Pouliot & Shixuan Wang, 2017. "Detecting at-Most-m Changes in Linear Regression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 552-590, July.
    4. HaiYue Liu & Aqsa Manzoor & CangYu Wang & Lei Zhang & Zaira Manzoor, 2020. "The COVID-19 Outbreak and Affected Countries Stock Markets Response," IJERPH, MDPI, vol. 17(8), pages 1-19, April.
    5. Manuela Ender & Finn Brinckmann, 2019. "Impact of CSR-Relevant News on Stock Prices of Companies Listed in the Austrian Traded Index (ATX)," IJFS, MDPI, vol. 7(3), pages 1-18, June.

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