A Note on Intraday Event Studies
A Note on Intraday Event Studies is a scholarly work, published in 2018 in ''The European Accounting Review''. The main subjects of the publication include financial statement, econometrics, event, asset pricing, credit risk, event study, biological robustness, model specification, statistics, Abnormal return, and computer science. The authors investigate the specification and power of intraday event study test statistics.