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  • Theoretical, Physical and Computational Chemistry  (1)
  • event study methods  (1)
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  • 1
    Electronic Resource
    Electronic Resource
    New York, NY : Wiley-Blackwell
    International Journal of Quantum Chemistry 65 (1997), S. 1-8 
    ISSN: 0020-7608
    Keywords: Chemistry ; Theoretical, Physical and Computational Chemistry
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Chemistry and Pharmacology
    Notes: Two variants of the double exponential potential function and their virial modifications are proposed and tested. The first in reduced variables is F(t)=e-mt{[m(m2-1)-1/2-1]exp[-(m2-1)1/2t]-[m(m2-1)-1/2+1]exp[(m2-1)1/2t]} where t=κs=κ(R-Re)/Re, κ is a scaling constant, and m is a parameter. The second is G(t)=e-mt{e-mt-exp[(m2-1)1/2t]+exp[-(m2-1)1/2t]}. For m〈1, F(t) and G(t) are expressible in terms of trigonometric functions. A new procedure [multiplication by es/(1+s)] is illustrated that modifies potential functions so that they necessarily satisfy the molecular virial theorem. The generalized double exponential functions generate scaled first and second Dunham coefficients that well describe the experimental results for both ground and excited states.   © 1997 John Wiley & Sons, Inc. Int J Quant Chem 65: 1-8, 1997
    Additional Material: 6 Ill.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Review of quantitative finance and accounting 14 (2000), S. 45-65 
    ISSN: 1573-7179
    Keywords: bid-ask spread ; event study methods ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This study examines empirical issues associated with the use of bid-ask spreads in event studies. The simulation results indicate that the distribution of average standardized abnormal spread shows little deviation from normality. Simulation results also indicate that the widely used percent spread metric results in test statistics with low power. In contrast, use of a standardized raw spread metric and a simple mean-adjusted expectation model results in well specified and reasonably powerful Patell and Brown-Warner type test statistics. As the abnormal spread series is characterized by high first order serial correlation, it is important to adjust for this serial correlation when using multi-day event windows.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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