Examining Event Study Methodologies in Foreign Exchange Markets
Kwok, Chuck C. Y., Brooks, LeRoy D.
Journal of International Business Studies · 1990 · Volume 21 · Issue 2
DOI: 10.1057/palgrave.jibs.8490332
Abstract
A Brown and Warner [1980, 1985] event study methodology is applied to the foreign exchange area. Comparisons of the performance of four abnormal return mod
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