A contribution to event study methodology with an application to the Dutch stock market

B-Tier

Journal: Journal of Banking & Finance

Year: 1992

Volume: 16

Issue: 1

Pages: 11-36

Authors (3)

de Jong, Frank (not in RePEc) Kemna, Angelien (not in RePEc) Kloek, Teun (Erasmus Universiteit Rotterdam)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count