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Who First Used the Variance of Abnormal Return as an Index

question 11

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Who first used the variance of abnormal return as an index of information content of profit announcements?


Definitions:

Inelastic

A situation in which the demand or supply for a good or service is relatively unresponsive to changes in price.

Price Elasticity

The measurement of demand's elasticity to price changes for a particular good.

Midpoint Formula

A method used in mathematics to calculate the midpoint, or average, of two points on a line segment.

Price Elasticity

The degree of interplay between a good's demanded quantity and its price movement.

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