Thread Subject: event study

Subject: event study

From: Rens Jansen

Date: 22 Nov, 2009 22:10:24

Message: 1 of 1

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Hi Folks,

Does anyone programmed an basic event study analysis in Matlab including:
1. standardized abnormal returns (SAR)
2. sign and rank tests
3. other tests

If one can share this code I would greatly appreciate that.

Thanks!!

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