Conducting event studies with thinly traded stocks

Article Abstract:

An analysis for measuring performance events involving thinly traded stocks is presented. The analysis focuses on non-daily trade of stocks and derives rank test and conventional test statistics. Empirical frequency distributions of the statistics are then analyzed using different regulations for handling missing stock returns. It is shown that traditional procedures fail to accurately specify for thinly traded stocks.

Stock-exchange, Stock exchanges

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Expectations and learning in Iowa

Article Abstract:

The Iowa Experimental Markets were examined for rationality of learning and biases in expectations.

Usage, Bayesian statistical decision theory, Bayesian analysis

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Changes in systematic risk following global equity issuance

Article Abstract:

Systematic risk changes after global equity issues by US firms are examined.

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