Security price responses to unexpected earnings: a nonparametric investigation

Lei Gao () and Li Wang ()

Statistical Methods & Applications, 2011, vol. 20, issue 2, 258 pages

Keywords: Confidence bands; Earnings response coefficient; Measurement error; Spline; Wild bootstrap (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10260-010-0159-3

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