This study assists researchers with the following two considerations when using CRSP data: 1) share prices adjusted with CRSP adjustment factors are inaccurate in the presence of property dividend, spin-off and rights offering events; and 2) ignoring covertly missing stock returns may create misleading test results. The primary objectives of the study are to help researchers increase the integrity of their studies and the probability of publication.
|State||Published - Oct 16 2015|
|Event||Midwest American Accounting Association - St. Louis, MO|
Duration: Oct 16 2015 → Oct 16 2015
|Conference||Midwest American Accounting Association|
|Period||10/16/15 → 10/16/15|