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Parametric and Nonparametric Event Study Tests: A Review
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Parametric and Nonparametric Event Study Tests: A Review (2014)Parametric and Nonparametric Event Study …Nonparametric rank tests for event studies (2011)Nonparametric rank tests for …Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Econometrics of Event Studies…The Econometrics of Event Studies (2004)The Econometrics of Event Stu…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Event Studies in Economics and Finance (1997)Event Studies in Economics an…The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns (1992)The Specification and Power o…Nonparametric event study tests (1992)Nonparametric event study tes…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Using daily stock returns (1985)Using daily stock returnsA Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach (1984)A Comparison of Event Study M…Measuring security price performance (1980)Measuring security price perf…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…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Measuring Abnormal Bond Performance (2008)The effect of banking crisis on bank-dependent borrowers (2010)Foundations of Finance. (1977)The Event Study Methodology Since 1969 (1998)Does female board representation influence firm performance? The Danish evidence (2007)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)Earnings Management During Import Relief Investigations (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)Introductory Econometrics for Finance (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Testing Asymmetric-Information Asset Pricing Models (2012)Efficient Capital Markets: II (1991)
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  • 1984A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach

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  • 2011Nonparametric rank tests for event studies266 cited
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