Dilesha Rathnayake

2 Questions 20 Answers 0 Followers

Questions related from Dilesha Rathnayake

Is there any alternative method for OLS regression?

I have cross-sectional 144 firm level observations in order to measure the stock performance. OLS model (multiple regression) results are free from autocorrelation and heteroscedasticity errors....

19 December 2018 7,527 20 View

Measuring long run stock returns using Cumulative Average returns (CAR) and Buy and Hold Average Returns (BHAR). Can ultimate answers be same?

I’m using 720 daily returns for each stock company (144 stocks) to calculate CARs and BHARs in monthly wise. For each stock at any period of time (36 months and each month has 20 trading days) the...

17 December 2018 1,697 3 View