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pro vyhledávání: '"Andrew Phin"'
Publikováno v:
Finance Research Letters. 47:102704
Autor:
Jonathan J. Reeves, Konark Saxena, Andrew Phin, New South Wales, Sydney, Nsw , Australia, Todd Prono
Publikováno v:
Finance and Economics Discussion Series. 2018
Using high frequency data, we develop an event study method to test for level shifts in beta and measure abnormal returns for events that produce such level shifts. Using this method, we estimate abnormal returns for the Troubled Asset Relief Program
Publikováno v:
SSRN Electronic Journal.