References

• 1985Using daily stock returns6,497 cited
• 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 1980Measuring security price performance3,330 cited
• 1979Risk measurement when shares are subject to infrequent trading2,767 cited
• 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
• 1995Time‐Varying World Market Integration2,152 cited
• 1991Event-study methodology under conditions of event-induced variance1,777 cited
• 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
• 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
• 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
• 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
• 1997Measuring long-horizon security price performance991 cited
• 1998Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications561 cited
• 1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns