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A Note on Event Studies in Finance and Management Research
16 references·5 citing·47 second hopsampled
A Note on Event Studies in Finance and Management Research (2015)A Note on Event Studies in Finance and Ma…Company name fluency, investor recognition, and firm value (2013)Company name fluency, investo…Event studies: A methodology review (2010)Event studies: A methodology …Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows (2005)Changing Names with Style: Mu…Managerial actions in response to a market downturn: valuation effects of name changes in the dot.com decline (2004)Managerial actions in respons…Rumors (2003)RumorsWhat's in a name.com?: The effects of ‘.com’ name changes on stock prices and trading activity (2001)What's in a name.com?: The ef…A Rose.com by Any Other Name (2001)A Rose.com by Any Other NameA Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan (2000)A Test of the Relative Pricin…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)EVENT STUDIES IN MANAGEMENT R…Trading frequency and event study test specification (1996)Trading frequency and event s…Nonparametric event study tests (1992)Nonparametric event study tes…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Does it Pay to Change Your Company's Name? A Stock Market Perspective (1987)Does it Pay to Change Your Co…Using daily stock returns (1985)Using daily stock returnsMeasuring security price performance (1980)Measuring security price perf…Online investor attention and firm restructuring performance: Insights from an event-based DEA-Tobit model (2023)Online investor attention and…The corporate governance industry (2020)The corporate governance indu…Strength and Weakness in Numbers? Unpacking the Role of Prevalence in the Diffusion of Reverse Mergers (2020)Strength and Weakness in Numb…Performance and Resilience of Socially Responsible Investing (SRI) and Conventional Funds during Different Shocks in 2016: Evidence from Japan (2020)Performance and Resilience of…How outside directors’ human and social capital create value for corporate international investments (2018)How outside directors’ human …The journal of financial economics (1993)Shredded Reputation: The Cost of Audit Failure (2002)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)The market for corporate control (1983)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Customer Satisfaction and Stock Prices: High Returns, Low Risk (2005)Social Movements as Extra-Institutional Entrepreneurs: The Effect of Protests on Stock Price Returns (2007)Data Privacy: Effects on Customer and Firm Performance (2016)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)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Research in Organizational Behavior (1984)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Managerial foresight and attempted rent appropriation: insider trading on knowledge of imminent breakthroughs (2005)Framing Controversial Actions: Regulatory Focus, Source Credibility, and Stock Market Reaction to Poison Pill Adoption (2014)When Do Novel Business Models Lead to High Performance? A Configurational Approach to Value Drivers, Competitive Strategy, and Firm Environment (2021)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Investors Trade Too Much? (1999)Managerial Decisions and Long‐Term Stock Price Performance (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)The "Hot Issue" Market of 1980 (1984)Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar (2001)Good Day Sunshine: Stock Returns and the Weather (2001)Attracting Investor Attention through Advertising (2014)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Inexperienced Investors and Bubbles (2008)Performance evaluation and self-designated benchmark indexes in the mutual fund industry (2009)Whistle-Blowing: Target Firm Characteristics and Economic Consequences (2010)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)The cost of capital, corporation finance and the theory of investment (2008)Profiting from Regulation: Evidence from the European Carbon Market (2013)News or Noise? Using Twitter to Identify and Understand Company‐specific News Flow (2014)Climate change events and stock market returns (2021)
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References

  • 1985Using daily stock returns6,497 cited
  • 1980Measuring security price performance3,330 cited
  • 1997EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES.1,942 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1992Nonparametric event study tests669 cited
  • 2001A Rose.com by Any Other Name584 cited
  • 2005Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows472 cited
  • 2010Event studies: A methodology review413 cited
  • 2001What's in a name.com?: The effects of ‘.com’ name changes on stock prices and trading activity214 cited
  • 1987Does it Pay to Change Your Company's Name? A Stock Market Perspective214 cited
  • 2013Company name fluency, investor recognition, and firm value213 cited
  • 2003Rumors188 cited
  • 1996Trading frequency and event study test specification176 cited
  • 2000A Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan126 cited
  • 2004

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Managerial actions in response to a market downturn: valuation effects of name changes in the dot.com decline
111 cited

Cited by

  • 2018How outside directors’ human and social capital create value for corporate international investments39 cited
  • 2020Performance and Resilience of Socially Responsible Investing (SRI) and Conventional Funds during Different Shocks in 2016: Evidence from Japan33 cited
  • 2023Online investor attention and firm restructuring performance: Insights from an event-based DEA-Tobit model26 cited
  • 2020The corporate governance industry21 cited
  • 2020Strength and Weakness in Numbers? Unpacking the Role of Prevalence in the Diffusion of Reverse Mergers18 cited