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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Economic Society of Australia, Queensland. Published by Elsevier B.V.
2023
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| Materias: | |
| 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 |