Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods
type: Item
instance of: scholarly article
title: Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods
zbMATH Open document ID: 0922.90014
DOI: 10.1016/S0377-2217(96)00268-8
author: Juha-Pekka Kallunki
published in: European Journal of Operational Research
publication date: 1997-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1260421
zbMATH Keywords: finance
zbMATH Keywords: stock returns
zbMATH Keywords: simulation
MaRDI profile type: Publication
cites work: Thin trading and estimation of systematic risk: An application of an error-correction model
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description: scientific article; zbMATH DE number 1260421