Leseprobe
Table of contents
1 Introduction
2 Literature Review
2.1 Signaling hypothesis
2.2 Trading-range hypothesis
2.3 Other hypothesis
3 Data and Methodology
3.1 Data
3.2 Calculating Abnormal Returns
3.3 Standardized Residual Test
4 Empirical Results
5 Problems and Extensions of the Standard Market Model
5.1 Assumptions of the Market Model
5.2 GARCH-adjusted Market Model
5.3 Time-varying beta in the Market Model
6 Conclusion
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- David Bosch (Autor:in), 2009, A stock split event study using sector-indices vs. CDAX and some extensions of the standard market model, München, GRIN Verlag, https://www.grin.com/document/176261
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