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Applying intervention analysis to financial performance data: The case of US airlines and September 11th
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Applying intervention analysis to financial performance data: The case of US airlines and September 11th (2008)Applying intervention analysis to financi…US Commercial airline performance after September 11, 2001: decomposing the effect of the terrorist attack from macroeconomic influences (2004)US Commercial airline perform…The market’s reaction to unexpected, catastrophic events: the case of airline stock returns and the September 11th attacks (2004)The market’s reaction to unex…Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)Terrorism-induced structural …The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Modelling the U.S. interest rate in terms of I(d) statistical models (2003)Modelling the U.S. interest r…Performance evaluation for airlines including the consideration of financial ratios (2000)Performance evaluation for ai…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Operational performance of airlines: An extension of traditional measurement paradigms (1993)Operational performance of ai…NBER Macroeconomics Annual 1990 (1992)NBER Macroeconomics Annual 19…An Econometric Analysis of the Impact of Terrorism on Tourism (1992)An Econometric Analysis of th…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis (1980)Testing for Market Efficiency…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…A Change in Level of a Non-Stationary Time Series (1965)A Change in Level of a Non-St…Bankruptcy predictions for U.S. air carrier operations: a study of financial data (2014)Bankruptcy predictions for U.…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Framing of Decisions and the Psychology of Choice (1981)The Effect of Risk Perceptions on Intentions to Travel in the Aftermath of September 11, 2001 (2004)CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM (2007)Assessing impacts of SARS and Avian Flu on international tourism demand to Asia (2008)Multiple Attribute Decision Making (1981)Multiple Attribute Decision Making: Methods and Applications (1981)Control problems of grey systems (1982)Using a multi-criteria decision making approach to evaluate mobile phone alternatives (2006)Generalizing TOPSIS for fuzzy multiple-criteria group decision-making (2007)Fuzzy AHP to determine the relative weights of evaluation criteria and Fuzzy TOPSIS to rank the alternatives (2009)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Measuring the efficiency of decision making units (1978)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions (1985)COMPETITIVE DYNAMICS OF INTERFIRM RIVALRY. (1996)THE SIMPLICITY OF COMPETITIVE REPERTOIRES: AN EMPIRICAL ANALYSIS (1996)Sustained Competitive Advantage: Temporal Dynamics and the Incidence and Persistence of Superior Economic Performance (2002)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Assessing Specification Errors in Stochastic Discount Factor Models (1997)CO2 emissions, electricity consumption and output in ASEAN (2010)Unit root tests in panel data: asymptotic and finite-sample properties (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Introductory Econometrics for Finance (2008)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1992NBER Macroeconomics Annual 1990692 cited
  • 1992An Econometric Analysis of the Impact of Terrorism on Tourism457 cited
  • 2000Performance evaluation for airlines including the consideration of financial ratios436 cited
  • 1993Operational performance of airlines: An extension of traditional measurement paradigms316 cited
  • 2004Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks249 cited
  • 1965A Change in Level of a Non-Stationary Time Series243 cited
  • 2004The market’s reaction to unexpected, catastrophic events: the case of airline stock returns and the September 11th attacks190 cited
  • 1980Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis78 cited

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  • 2004US Commercial airline performance after September 11, 2001: decomposing the effect of the terrorist attack from macroeconomic influences35 cited
  • 2003Modelling the U.S. interest rate in terms of I(d) statistical models22 cited
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    • 2014Bankruptcy predictions for U.S. air carrier operations: a study of financial data12 cited