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Event Study Testing with Cross-Sectional Correlation Due to Partially Overlapping Event Windows
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Event Study Testing with Cross-Sectional Correlation Due to Partially Overlapping Event Windows (2018)Event Study Testing with Cross-Sectional …The bond event study methodology since 1974 (2016)The bond event study methodol…Firm Characteristics and Long-Run Stock Returns after Corporate Events (2012)Firm Characteristics and Long…Robust Inference With Multiway Clustering (2011)Robust Inference With Multiwa…Nonparametric rank tests for event studies (2011)Nonparametric rank tests for …Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…Sample selection and event study estimation (2009)Sample selection and event st…All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms (2007)All Events Induce Variance: A…Performance matched discretionary accrual measures (2005)Performance matched discretio…Performance Matched Discretionary Accrual Measures (2001)Performance Matched Discretio…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…A Portfolio Approach to Estimating the Average Correlation Coefficient for the Constant Correlation Model (1989)A Portfolio Approach to Estim…Using daily stock returns (1985)Using daily stock returnsCorporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…Special Information and Insider Trading (1974)Special Information and Insid…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)How the Market Values Greenwashing? Evidence from China (2014)Protection of Trade Secrets and Capital Structure Decisions (2014)Carbon Risk and Corporate Capital Structure (2018)Measuring security price performance (1980)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Testing Asymmetric-Information Asset Pricing Models (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Event Studies in Economics and Finance (1997)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Econometric Analysis of Cross Section and Panel Data (2001)Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Policy Uncertainty and Corporate Investment (2015)Experimental and Quasi-Experimental Designs for Research (1963)Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)Do Nonaudit Services Compromise Auditor Independence? Further Evidence (2003)The quality of accounting information in politically connected firms (2010)Financial Reporting Quality and Investment Efficiency of Private Firms in Emerging Markets (2011)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)Capital markets research in accounting (2001)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Introductory Econometrics for Finance (2008)Earnings Management through Real Activities Manipulation (2003)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)A review of archival auditing research (2014)
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References

  • 2005Performance matched discretionary accrual measures6,963 cited
  • 1985Using daily stock returns6,497 cited
  • 2011Robust Inference With Multiway Clustering3,199 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 2001Performance Matched Discretionary Accrual Measures1,420 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns648 cited
  • 2011Nonparametric rank tests for event studies266 cited
  • 2009Sample selection and event study estimation171 cited
  • 2012Firm Characteristics and Long-Run Stock Returns after Corporate Events136 cited
  • 2007All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms118 cited
  • 2016The bond event study methodology since 197431 cited

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  • 1989A Portfolio Approach to Estimating the Average Correlation Coefficient for the Constant Correlation Model29 cited
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