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Conducting Event Studies on a Small Stock Exchange · Study

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PreprintConducting Event Studies on a Small Stock Exchange

Jan Bartholdy2005

OA

Preprintgreen2005

Conducting Event Studies on a Small Stock Exchange

Jan Bartholdy · Dennis O. Olson · Paula Peare

22 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1985Using daily stock returns 1997Event Studies in Economics and Finance 1980Measuring security price performance 2003The Adjustment of Stock Prices to New Information 1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 1987The Relation Between Price Changes and Trading Volume: A Survey 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns

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2007Conducting Event Studies on a Small Stock Exchangearticle · 17 shared references 2007Conducting event studies with Asia-Pacific security market dataarticle · 14 shared references 2006Event studies with a contaminated estimation periodarticle · 12 shared references 2014Parametric and Nonparametric Event Study Tests: A Reviewarticle · 11 shared references 2003All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary Across Firmspreprint · 11 shared references 1996Trading frequency and event study test specificationarticle · 10 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations22

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.710982

openalex_workW2023315752

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