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| Tekijä: | Affleck-Graves, J. Callahan, C. M. Ramanan, R. |
| Otsikko: | Detecting abnormal bid-ask spread: A comparison of event study methods |
| Lehti: | Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 45-65 |
| Asiasana: | Methodology Simulation |
| Vapaa asiasana: | Bid-ask spreads |
| Kieli: | eng |
| Tiivistelmä: | In this study, empirical issues associated with the use of bid-ask spreads in event studies are examined. The simultion results indicate among others little deviation from normality. |
SCIMA