Anupam Dutta

University of Vaasa - Department of Mathematics and Statistics

Wolffintie 34

65200 Vaasa

Finland

SCHOLARLY PAPERS

2

DOWNLOADS

448

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

Number of pages: 64 Posted: 11 Jul 2013 Last Revised: 05 Oct 2017
University of Vaasa - Department of Mathematics and Statistics, Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 393 (91,663)
Citation 2

Abstract:

Loading...

Abnormal returns, Long-run event study, Standardized returns, IPOs, SEOs

2.

Conducting Long-Run Event Studies in Asia-Pacific Security Markets

Number of pages: 20 Posted: 20 Jun 2015
Anupam Dutta and Seppo Pynnonen
University of Vaasa - Department of Mathematics and Statistics and University of Vaasa, Department of Mathematics and Statistics
Downloads 55 (445,350)

Abstract:

Loading...

Long-run anomalies, Standardized abnormal returns, Test specification, Power of test