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Applied Economics Letters Volume 10, 2003 - Issue 1
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Original Articles

Long-run stock price performance after IPOs: what do tests for stochastic dominance tell us?

K.-Y. HO Warwick Business School, University of Warwick, Coventry, UK E-mail: [email protected]
Pages 15-19 | Published online: 22 Oct 2010

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Read on this site (1)

Abhay Abhyankar, Keng-Yu Ho & Huainan Zhao . (2005) Long-run post-merger stock performance of UK acquiring firms: a stochastic dominance perspective. Applied Financial Economics 15:10, pages 679-690.
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Articles from other publishers (2)

Jia-wei Zhang & Yi-fang Liu. 2013. Proceedings of 20th International Conference on Industrial Engineering and Engineering Management. Proceedings of 20th International Conference on Industrial Engineering and Engineering Management 347 355 .
Oliver Linton, Esfandiar Maasoumi & Yoon-Jae Whang. (2005) Consistent Testing for Stochastic Dominance under General Sampling Schemes. Review of Economic Studies 72:3, pages 735-765.
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