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The Influence of Market Conditions on Event-Study Residuals
10 references·11 citing·41 second hop
The Influence of Market Conditions on Event-Study Residuals (1987)The Influence of Market Conditions on Eve…The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects (1986)The Timing and Substance of D…Using daily stock returns (1985)Using daily stock returnsThe Effect of Voluntary Sell-Off Announcements on Shareholder Wealth (1985)The Effect of Voluntary Sell-…Voluntary Corporate Divestitures and Value (1984)Voluntary Corporate Divestitu…Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs (1984)Investigating the Valuation E…Additional Evidence on the Relation Between Divestiture Announcements and Shareholder Wealth (1984)Additional Evidence on the Re…Measuring security price performance (1980)Measuring security price perf…STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS (1977)STABILITY TESTS FOR ALPHAS AN…Investments: Analysis and Management. (1973)Investments: Analysis and Man…Investment Analysis and Portfolio Management. (1969)Investment Analysis and Portf…The bitcoin market reaction to the launch of central bank digital currencies (2022)The bitcoin market reaction t…How does China's stock market react to supply chain disruptions from COVID-19? (2022)How does China's stock market…Event studies in international finance research (2022)Event studies in internationa…Market uncertainty, market sentiment, and the post-earnings announcement drift (2013)Market uncertainty, market se…Event Study Methodology in Marketing (2007)Event Study Methodology in Ma…SENSITIVITY OF INVESTOR REACTION TO MARKET DIRECTION AND VOLATILITY: DIVIDEND CHANGE ANNOUNCEMENTS (2005)SENSITIVITY OF INVESTOR REACT…Market conditions, risk, and real estate portfolio returns: Some empirical evidence (1991)Market conditions, risk, and …Tests of stability for variances and means of overnight/intraday returns during bull and bear markets (1990)Tests of stability for varian…SINGLE SALE DIVESTMENTS: THE IMPACT ON STOCKHOLDERS AND BONDHOLDERS (1990)SINGLE SALE DIVESTMENTS: THE …Going Public in the F.R.G. (1989)Going Public in the F.R.G.Spin-offs and Sales of Assets: An Examination of Security Returns and Divestment Motivations (1988)Spin-offs and Sales of Assets…The market for corporate control (1983)The deterrent to dubious corporate behavior: Profitability, probability and safety recalls (1989)Antecedents and Outcomes of Corporate Refocusing (1996)Asset Sales, Investment Opportunities, and the Use of Proceeds (2005)Security price reactions around corporate spin-off announcements (1983)DISINVESTMENT FROM SOUTH AFRICA: THEY DID WELL BY DOING GOOD (1997)When Does Restructuring Improve Economic Performance? (1999)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Research notes and communications corporate restructuring and strategic change: The effect on diversification strategy and R & D intensity (1992)Causes and Effects of Corporate Refocusing Programs (1999)Creating value in the face of declining performance: firm strategies and organizational recovery (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)Capital Market Equilibrium with Restricted Borrowing (1972)Duration Dependence in Stock Prices (2004)Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data (2014)Are stock markets really efficient? Evidence of the adaptive market hypothesis (2016)The option pricing model and the risk factor of stock (1976)Divestitures and Divisional Investment Policies (2003)Learning how to restructure: absorptive capacity and improvisational views of restructuring actions and performance (2008)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Institutions, Institutional Change and Economic Performance (1990)Common risk factors in the returns on stocks and bonds (1993)The current and future state of the marketing management profession (2023)Board reforms and M&A performance: international evidence (2024)ChatGPT and the banking business: Insights from the US stock market on potential implications for banks (2024)The Performance of Australian Superannuation Funds (1983)How efficient is naive portfolio diversification? an educational note (2003)Dynamic mean–variance portfolio selection with borrowing constraint (2009)What's in a Bond Rating (1969)Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination (1979)The impact of constructive operating lease capitalisation on key accounting ratios (1998)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 cited
  • 1980Measuring security price performance3,330 cited
  • 1985The Effect of Voluntary Sell-Off Announcements on Shareholder Wealth321 cited
  • 1977STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS314 cited
  • 1984Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs249 cited
  • 1984Additional Evidence on the Relation Between Divestiture Announcements and Shareholder Wealth213 cited
  • 1969Investment Analysis and Portfolio Management.188 cited
  • 1986The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects183 cited
  • 1973Investments: Analysis and Management.136 cited
  • 1984Voluntary Corporate Divestitures and Value81 cited

Cited by

  • 2022Event studies in international finance research87 cited
  • 2005SENSITIVITY OF INVESTOR REACTION TO MARKET DIRECTION AND VOLATILITY: DIVIDEND CHANGE ANNOUNCEMENTS86 cited
  • 1991Market conditions, risk, and real estate portfolio returns: Some empirical evidence78 cited
  • 2022How does China's stock market react to supply chain disruptions from COVID-19?58 cited
  • 1988Spin-offs and Sales of Assets: An Examination of Security Returns and Divestment Motivations

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37 cited
  • 2013Market uncertainty, market sentiment, and the post-earnings announcement drift34 cited
  • 2022The bitcoin market reaction to the launch of central bank digital currencies33 cited
  • 1990Tests of stability for variances and means of overnight/intraday returns during bull and bear markets31 cited
  • 2007Event Study Methodology in Marketing21 cited
  • 1989Going Public in the F.R.G.20 cited
  • 1990SINGLE SALE DIVESTMENTS: THE IMPACT ON STOCKHOLDERS AND BONDHOLDERS19 cited