The benchmark effect in long-run event studies (Q5953611)
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scientific article; zbMATH DE number 1695339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The benchmark effect in long-run event studies |
scientific article; zbMATH DE number 1695339 |
Statements
The benchmark effect in long-run event studies (English)
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1 August 2002
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long-horizon event studies
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expected return of individual securities
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randomly choosing stocks
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reference portfolios
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size-effect
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0.7264690399169922
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0.7264690399169922
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0.7220790982246399
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0.706955075263977
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0.6960046291351318
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