this work references cited by second hopReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
- 1985Using daily stock returns6,887 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
- 2012The Econometrics of Financial Markets5,889 cited
- 1969The Adjustment of Stock Prices to New Information5,093 cited
- 1997The Econometrics of Financial Markets5,048 cited
- 1997Event Studies in Economics and Finance4,623 cited
- 1980Measuring security price performance3,370 cited
- 2003The Adjustment of Stock Prices to New Information3,063 cited
- 1998The Event Study Methodology Since 1969886 cited
- 1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns470 cited
- 1993Measuring security price performance using daily NASDAQ returns247 cited
- 2006A conditional-SGT-VaR approach with alternative GARCH models145 cited
- 2007The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work