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Awarded to Nicolás Waissbluth on 20 Jul 2017
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Bootstrapped skewness adjusted t-statistic
If you look closely at "Improved Methods for Tests of Long-Run Abnormal Stock Returns" by Lyon et al (1999), you'll see that the...
Bootstrapped skewness adjusted t-statistic
If you look closely at "Improved Methods for Tests of Long-Run Abnormal Stock Returns" by Lyon et al (1999), you'll see that the...
9 years 前 | 0
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