Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure

This study investigates the impact of COVID-19 pandemic on the Chinese stock market in 2020. Using daily data of three industries, this study addresses the identification of abnormal stock returns as a multiple hypothesis testing problem and proposes to apply a grouped comparison procedure for bette...

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Detalles Bibliográficos
Autores principales: Chang, Chiu-Lan, Cai, Qingyun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2023
Materias:
Modelling Economic Policy Issues
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10261139/
https://www.ncbi.nlm.nih.gov/pubmed/37346281
http://dx.doi.org/10.1016/j.eap.2023.06.017

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10261139/
https://www.ncbi.nlm.nih.gov/pubmed/37346281
http://dx.doi.org/10.1016/j.eap.2023.06.017

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