Testing for Changes in Relative Risk

H. Y. Izan
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H. Y. Izan: Department of Accounting and Finance, The University of Western Australia. I would like to thank Peter Dodd and an anonymous referee for their comments.

Australian Journal of Management, 1985, vol. 10, issue 1, 39-48

Abstract: The paper demonstrates a technique for testing for the approximate “timing†of significant changes in relative risk. This technique is useful in cases where we are interested to see whether the timing of such a change is related to certain events in history. It is applied here to changes in relative risk of banking stocks when a mandatory audit requirement was introduced.

Keywords: RELATIVE RISK; MANDATORY AUDIT REGULATION (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:sae:ausman:v:10:y:1985:i:1:p:39-48

DOI: 10.1177/031289628501000103

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