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Chapter 29 Empirical methods of event studies in corporate finance
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Chapter 29 Empirical methods of event studies in corporate finance (1995)Chapter 29 Empirical methods of event stu…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Does Corporate Performance Improve After Mergers? (1990)Does Corporate Performance Im…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Synergistic gains from corporate acquisitions and their division between the stockholders of target and acquiring firms (1988)Synergistic gains from corpor…Using daily stock returns (1985)Using daily stock returnsStock Returns and the Term Structure (1985)Stock Returns and the Term St…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Measuring security price performance (1980)Measuring security price perf…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)Financial Ratios As Predictors of Failure (1966)Limited-dependent and qualitative variables in econometrics (1983)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Efficient Capital Markets: II (1991)
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References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1985Using daily stock returns6,497 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 1980Measuring security price performance3,330 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1988Synergistic gains from corporate acquisitions and their division between the stockholders of target and acquiring firms

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  • 1990Does Corporate Performance Improve After Mergers?1,662 cited
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