BROWSE

C

What is 'C'

A Nasdaq stock symbol indicating the issuer has been granted a continuance in Nasdaq under an exception to the qualification standards for a limited period.

Explaining 'C'

Nasdaq-listed securities have four or five characters. If a fifth letter appears, it identifies the issue as other than a single issue of common stock or capital stock.


Further Reading


Event studies in economics and finance
www.jstor.org [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …

Trends in park tourism: Economics, finance and managementTrends in park tourism: Economics, finance and management
www.tandfonline.com [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …

Heterogeneous agent models in economics and financeHeterogeneous agent models in economics and finance
www.sciencedirect.com [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …

An empirical comparison of published replication research in accounting, economics, finance, management, and marketingAn empirical comparison of published replication research in accounting, economics, finance, management, and marketing
www.sciencedirect.com [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …

A survey on multiobjective evolutionary algorithms for the solution of the portfolio optimization problem and other finance and economics applicationsA survey on multiobjective evolutionary algorithms for the solution of the portfolio optimization problem and other finance and economics applications
ieeexplore.ieee.org [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …

Applications of multi-objective evolutionary algorithms in economics and finance: A surveyApplications of multi-objective evolutionary algorithms in economics and finance: A survey
ieeexplore.ieee.org [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …

The advent of copulas in financeThe advent of copulas in finance
www.tandfonline.com [PDF]
… Let ARjX, t = T, + 1, . . ., T2, be the sample of L2 abnormal returns for firm i in the event window. Using the market model to measure the normal return, the sample abnormal re- turn is - AA ARI,c = Ric o- it - iR) … MacKinlay: Event Studies in Economics and Finance 21 …


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