1
Q
What does Joint Hypothesis refer to?
A
Testing for market efficiency is problematic and potentially impossible because it relies on asset pricing models (like CAPM)
2
Q
A
Empirical Finane
flashcards
Decks in class (9)
# Cards
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Lec 1 - research in finance and essentials of econometrics27
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Lec 2 - regression6
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Lec 3 - intro to short-term event study18
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Lec 4 - Intro to short-term study (2/2)25
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Lec 5 - Introduction to Long-Term Event Study11
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Lec 6 - More on Event Study28
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Lec 7 - Mesuring abnormal return in short term17
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Joiny Hypothesis problem2
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Measurement and Inference for Long-term abnormal returns1
