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Adjustment of stock prices and volatility to changes in industrial timberland ownership
16 references·1 citing·38 second hop
Adjustment of stock prices and volatility to changes in industrial timberland ownership (2012)Adjustment of stock prices and volatility…An event analysis of industrial timberland sales on shareholder values of major U.S. forest products firms (2011)An event analysis of industri…Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…Event studies: A methodology review (2010)Event studies: A methodology …Stock market volatility around national elections (2008)Stock market volatility aroun…Event analysis of the impact of mergers and acquisitions on the financial performance of the U.S. forest products industry (2008)Event analysis of the impact …The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…On the Statistical Significance of Event Effects on Unsystematic Volatility (2002)On the Statistical Significan…Assessing the Financial Performance of Forestry‐Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory (2001)Assessing the Financial Perfo…EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)EVENT STUDIES IN MANAGEMENT R…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Conditional heteroskedasticity adjusted market model and an event study (1996)Conditional heteroskedasticit…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Long-term event study of timber real estate investment trust conversions (2017)Long-term event study of timb…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)How the Market Values Greenwashing? Evidence from China (2014)Protection of Trade Secrets and Capital Structure Decisions (2014)Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks * (2016)Measuring security price performance (1980)Using daily stock returns (1985)The Impact of Environmental Management on Firm Performance (1996)Introductory Econometrics for Finance (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Earnings Management During Import Relief Investigations (1991)The market for corporate control (1983)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Corporate social responsibility and financial performance: correlation or misspecification? (2000)Corporate Social Responsibility: Strategic Implications* (2006)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)The stocks at stake: Return and risk in socially responsible investment (2008)The Econometrics of Financial Markets (2012)Policy uncertainty, irreversibility, and cross-border flows of capital (2016)Geopolitical risks and the oil-stock nexus over 1899–2016 (2017)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1969The Adjustment of Stock Prices to New Information5,093 cited
  • 1997Event Studies in Economics and Finance4,623 cited
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  • 1997EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES.2,002 cited
  • 1991Event-study methodology under conditions of event-induced variance1,790 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns682 cited
  • 2008Stock market volatility around national elections435 cited
  • 2010Event studies: A methodology review413 cited
  • 1996Conditional heteroskedasticity adjusted market model and an event study110 cited
  • 2001Assessing the Financial Performance of Forestry‐Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory72 cited
  • 2008Event analysis of the impact of mergers and acquisitions on the financial performance of the U.S. forest products industry37 cited

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2002
On the Statistical Significance of Event Effects on Unsystematic Volatility
28 cited
  • 2011An event analysis of industrial timberland sales on shareholder values of major U.S. forest products firms13 cited
  • Cited by

    • 2017Long-term event study of timber real estate investment trust conversions16 cited