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ArticleSample selection and event study estimation

Kenneth Robinson Ahern2009

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Articlegreen2009

Sample selection and event study estimation

Kenneth Robinson Ahern

171 citations·0/0 files stored·Journal of Empirical Finance

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

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1985Using daily stock returns 1981The relationship between return and market value of common stocks 2012The Econometrics of Financial Markets

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Year2009

Typearticle

Published2009-02-01

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations171

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2009.01.003

openalex_workW2076367398

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2011

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2023An Analysis of Volatility and Risk-Adjusted Returns of ESG Indices in Developed and Emerging Economies