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Nonparametric tests for event studies under cross-sectional dependence. (2013). Pelagatti, Matteo.
In: Working Papers.
RePEc:mib:wpaper:244.

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  1. .

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  2. Bail-in and Bank Funding Costs. (2021). Galfrascoli, Paola ; Cerasi, Vittoria.
    In: Working Papers.
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  3. Curbing systemic risk in the insurance sector: A mission impossible?. (2017). Piccini, Andrea ; Pelagatti, Matteo ; Nieri, Laura ; Bongini, Paola.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:49:y:2017:i:2:p:256-273.

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References

References cited by this document

  1. Bartholdy, J., D. Olson, and P. Peare (2007). Conducting event studies on a small stock exchange. The European Journal of Finance 13(3), 227–252.

  2. Boehmer, E., J. Musumeci, and A. B. Poulsen (1991). Event-study methodology under conditions of event-induced variance. Journal of Financial Economics 30(2), 253–272.

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  12. Patell, J. M. (1976). Corporate forecasts of earnings per share and stock price behavior: empirical tests. Journal of Accounting Research 14, 246– 276.

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  14. van der Vaart, A. W. (1998). Asymptotic Statistics. Cambridge series in statistical and probablistic mathematics. The Edinburgh Building, Cambridge CB2 2RU, UK: Cambridge University Press.
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  15. van der Waerden, B. (1952). Order tests for the two-sample problem and their power. Indagationes Mathematicae 14, 453–458.
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  16. Zivney, T. L. and D. J. Thompson (1989). The specification and power of the sign test in measuring security price performance: comments and analysis. The Financial Review 24, 581–588.

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