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Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study Methods
9 references·16 citing·42 second hop
Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study Methods (1985)Conditioning the Return-Generating Proces…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…The theory and practice of econometrics (1986)The theory and practice of ec…Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions (1985)Partially anticipated events:…A Comparison of Alternative Testing Methodologies Used in Capital Market Research (1984)A Comparison of Alternative T…The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms (1983)The Impact of Merger-Related …Common stock repurchases and market signalling (1981)Common stock repurchases and …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…Risk and return: The case of merging firms (1974)Risk and return: The case of …Informed trading and price discovery before corporate events (2017)Informed trading and price di…Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange* (2012)Market Microstructure and Sec…Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America (2011)Bank mergers and acquisitions…Escape from New York: The market impact of loosening disclosure requirements (2009)Escape from New York: The mar…The Impact of Changes in the FTSE 100 Index (2007)The Impact of Changes in the …Security Offerings**We thank Robert S. Hansen, Jay Ritter and Xueping Wu for suggestions. (2007)Security Offerings**We thank …Earnings Management in Response to the Introduction of the Australian Gold Tax* (2003)Earnings Management in Respon…Firms and their distressed banks: lessons from the Norwegian banking crisis (2002)Firms and their distressed ba…Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods (2001)Disentangling the Dividend In…Re‐assessing the long‐term underperformance of UK Initial Public Offerings (2000)Re‐assessing the long‐term un…Market response to banks granting lines of credit (1999)Market response to banks gran…An empirical analysis of the economic implications of fair value accounting for investment securities (1996)An empirical analysis of the …The Effects of Stock Repurchases on Rival Firms (1991)The Effects of Stock Repurcha…The Brazilian default announcement and the contagion effect hypothesis (1991)The Brazilian default announc…The Effects of Human Resource Management Decisions on Shareholder Value (1990)The Effects of Human Resource…Disentangling Interrelated Effects of Regulatory Changes on Shareholder Wealth: The Case of Motor Carrier Deregulation (1987)Disentangling Interrelated Ef…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Job Market Signaling (1973)Efficient Capital Markets: II (1991)Market underreaction to open market share repurchases (1995)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)The cost of capital, corporation finance and the theory of investment (2008)Determinants of corporate borrowing (1977)On financial contracting (1979)Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Shredded Reputation: The Cost of Audit Failure (2002)The Econometrics of Event Studies (2004)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The separation of ownership and control in East Asian Corporations (2000)Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks (2010)On the Real Effects of Bank Bailouts: Micro-Evidence from Japan (2012)Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis (2013)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Statistical principles in experimental design. (1962)The Information Content of Annual Earnings Announcements (1968)Gaining from Loss: Property-Liability Insurer Stock Values in the Aftermath of the 1989 California Earthquake (1992)The Asian flu and Russian virus: the international transmission of crises in firm-level data (2003)The effect of innovation on hotel market value (2012)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)Event Studies in Economics and Finance (1997)Risk, Return, and Equilibrium: Empirical Tests (1973)The market for corporate control (1983)An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable (1986)The Hubris Hypothesis of Corporate Takeovers (1986)Antecedents and Outcomes of Corporate Refocusing (1996)Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Strategic Factor Markets: Expectations, Luck, and Business Strategy (1986)
this work references cited by second hop

References

  • 1986The theory and practice of econometrics4,342 cited
  • 1980Measuring security price performance3,330 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1981Common stock repurchases and market signalling1,037 cited
  • 1974Risk and return: The case of merging firms869 cited
  • 1983The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms547 cited
  • 1985Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions302 cited
  • 1984A Comparison of Alternative Testing Methodologies Used in Capital Market Research228 cited

Cited by

  • 2002Firms and their distressed banks: lessons from the Norwegian banking crisis168 cited
  • 2007Security Offerings**We thank Robert S. Hansen, Jay Ritter and Xueping Wu for suggestions.130 cited
  • 1996An empirical analysis of the economic implications of fair value accounting for investment securities120 cited
  • 2000Re‐assessing the long‐term underperformance of UK Initial Public Offerings114 cited
  • 2009Escape from New York: The market impact of loosening disclosure requirements110 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2017Informed trading and price discovery before corporate events108 cited
  • 1990The Effects of Human Resource Management Decisions on Shareholder Value97 cited
  • 2001Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods90 cited
  • 2003Earnings Management in Response to the Introduction of the Australian Gold Tax*87 cited
  • 1991The Effects of Stock Repurchases on Rival Firms81 cited
  • 1991The Brazilian default announcement and the contagion effect hypothesis72 cited
  • 2011Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America71 cited
  • 2012Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange*61 cited
  • 1987Disentangling Interrelated Effects of Regulatory Changes on Shareholder Wealth: The Case of Motor Carrier Deregulation57 cited
  • 1999Market response to banks granting lines of credit55 cited
  • 2007The Impact of Changes in the FTSE 100 Index54 cited