Construct · 1 fields · 1 citations

buy-and-hold abnormal returns: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
buy-and-holdabnormal returns1 CONSTRUCTBuy-and-hold abnormalBARBER · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

compounded returns over long horizons in excess of a benchmark, with known biases in test statistics.

In asset pricing, buy-and-hold abnormal returns refers to compounded returns over long horizons in excess of a benchmark, with known biases in test statistics. This meaning comes from Barber (1997) in Journal of Financial Economics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructsevent study1 fields · 1 citationsanchor · a standalone construct

References

  1. Barber, B. M., & Lyon, J. D. (1997). Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. Journal of Financial Economics, 43(3), 341-372. https://doi.org/10.1016/s0304-405x(96)00890-2

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