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The Share Price Impact of UK CCA Disclosures
16 references·0 citing·45 second hopsampled
The Share Price Impact of UK CCA Disclosures (1987)The Share Price Impact of UK CCA Disclosu…On cross-sectional analysis in accounting research (1987)On cross-sectional analysis i…Analyses of the Distribution of Security Market Model Prediction Errors for Daily Returns Data (1986)Analyses of the Distribution …An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable (1986)An Approach to Statistical In…Using daily stock returns (1985)Using daily stock returnsMarket Association Tests and FASB Statement No. 33 Disclosures: A Reexamination (1985)Market Association Tests and …Accounting Earnings and Security Valuation: Empirical Evidence of the Fundamental Links (1985)Accounting Earnings and Secur…Seasonality Estimation in Thin Markets (1984)Seasonality Estimation in Thi…A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach (1984)A Comparison of Event Study M…Incremental Information Content of Statement 33 Disclosures (1983)Incremental Information Conte…The incremental information content of replacement cost earnings (1982)The incremental information c…Intra-industry information transfers associated with earnings releases (1981)Intra-industry information tr…The information content of security prices (1980)The information content of se…The information content of SEC accounting series release no. 190 (1980)The information content of SE…Measuring security price performance (1980)Measuring security price perf…Market reaction to the 1976 replacement cost disclosures (1980)Market reaction to the 1976 r…The Impact of Earnings Announcements on the Share Price Behaviour of Similar Type Firms (1976)The Impact of Earnings Announ…An Empirical Evaluation of Accounting Income Numbers (1968)The Information Content of Annual Earnings Announcements (1968)Estimating betas from nonsynchronous data (1977)Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings (1987)Testing Asymmetric-Information Asset Pricing Models (2012)Using and Interpreting Fixed Effects Models (2023)Rational Expectations and the Theory of Price Movements (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Releases, Anomalies, and the Behavior of Security Returns. (1984)Empirical Tests of the Consumption‐Oriented CAPM (1989)Price and return models (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Intra-Industry Effects of the Accident at Three Mile Island (1983)Information Transfer and Conference Calls (2016)The BP Oil Spill: Shareholder Wealth Effects and Environmental Disclosures (2017)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Asset returns and inflation (1977)The Estimation and Determinants of Associations between Returns and Earnings: Evidence from Cross-Industry Comparisons (1991)International Differences in GAAP and the Pricing of Earnings (1992)Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients (1992)The Behavior of Stock-Market Prices (1965)The relationship between return and market value of common stocks (1981)Positive Accounting Theory (1985)Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Earnings forecasting research: its implications for capital markets research (1993)Scale Effects in Capital Markets‐Based Accounting Research (2009)Risk measurement when shares are subject to infrequent trading (1979)Price discovery in securities markets (1986)Security price anomalies in the London International Stock Exchange: a 60 year perspective (1997)Forecasting UK stock market volatility (2000)The Adjustment of Stock Prices to New Information (1969)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Special Information and Insider Trading (1974)The theory and practice of econometrics (1986)Problems and Solutions in Conducting Event Studies (1990)The Asian flu and Russian virus: the international transmission of crises in firm-level data (2003)The Corporate Value of (Corrupt) Lobbying (2015)EVENT STUDY METHODS AND EVIDENCE ON THEIR PERFORMANCE (1995)Event studies: A methodology review (2010)The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (2022)
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References

  • 1985Using daily stock returns6,497 cited
  • 1980Measuring security price performance3,330 cited
  • 1980The information content of security prices737 cited
  • 1981Intra-industry information transfers associated with earnings releases592 cited
  • 1987On cross-sectional analysis in accounting research541 cited
  • 1984A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach452 cited
  • 1986An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable249 cited
  • 1982The incremental information content of replacement cost earnings145 cited
  • 1984Seasonality Estimation in Thin Markets130 cited
  • 1976The Impact of Earnings Announcements on the Share Price Behaviour of Similar Type Firms122 cited
  • 1983Incremental Information Content of Statement 33 Disclosures88 cited
  • 1980The information content of SEC accounting series release no. 19085 cited
  • 1985Accounting Earnings and Security Valuation: Empirical Evidence of the Fundamental Links84 cited
  • 1980Market reaction to the 1976 replacement cost disclosures77 cited
  • 1985Market Association Tests and FASB Statement No. 33 Disclosures: A Reexamination

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70 cited
  • 1986Analyses of the Distribution of Security Market Model Prediction Errors for Daily Returns Data62 cited
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