Event-study methodology under conditions of event-induced variance

Keywords

Event (particle physics), Variance (accounting), Null hypothesis, Statistics, Econometrics

References

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Cited by

• Short term market reactions to equity carve-outs of U.S. traded companiesCruz López, Jorge Abraham — 2006
• Corporate Bond Rating Changes, Cross-Market Information Transfer and the Spillover Effect in the United KingdomHasniza Mohd Taib — 2010
• Performance boursière des fusions-acquisitions dans le secteur bancaire : influence des caractéristiques des conseils des banques initiatrices et des modalités de la transactionNabil Bikourane — 2011
• The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt CrisisGwion Williams, Rasha Alsakka, Owain ap Gwilym — 2013
• Corporate Headquarters Relocations Announcements: Their Incidence Ratios, Industry Distribution, and Shareholder Wealth EffectsBartholomew H Rhoades — 2014
• The Information and Wealth Effects of Earnings Surprises in the U.S. Insurance IndustryCarmen Cotei, Joseph Farhat, Mercedes Miranda — 2012
• To Be or Not to Be Public: The Impact of SOXLeonard Rosenthal, Kimberly C. Gleason, Jeff Madura — 2011
• Essays on short selling and margin trading in China : a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, Palmerston North, New ZealandS. Sharif — 2013
• The Effect of Monetary Policy Interventions on Stock Markets and G-SIFIs during the CrisisFranco Fiordelisi, Giuseppe Galloppo, Ornella Ricci — 2012
• Informations sociétales et valorisation financière des titres de l'entrepriseH. Jemel — 2010
• Essays in Finance and Environmental EconomicsThomas A. Becker — 2010
• Probability of Informed Trading? Some Evidences Around Corporate EventsNihat Aktas, Eric de Bodt, Fany Declerck — 2003
• Of What Value are Shareholder Proposals Sponsored by Public Pension FundsAndrew K. Prevost, Ramesh P. Rao — 2000
• Modification de la valeur nominale des actions et gestion de l'actionnariat : le cas français de 2003 à 2007Bruno Pecchioli — 2010
• ESSAYS ON HIGH-SKILLED MIGRATIONShu-Ming Lin — 2011
• Cross-Listed Firms and Shareholder-Initiated Lawsuits: The Market Penalties of Securities Class Action Lawsuits against Foreign FirmsKathryn M. Schumann — 2012
• Financial Sector Integration and Information Spillovers: Effects of Operational Risk Events on U.S. Banks and InsurersJ. David Cummins, Ran Wei, Xiaoying Xie — 2007
• Predicciones de los analistas y expectativas optimistas de los inversores en las ampliaciones de capitalJuan Carlos Gómez Sala, María Jesús Pastor Llorca — 2006
• Anomalous market reaction to bankruptcy filingsLuís Miguel Serra Coelho, Richard Taffler — 2008
• Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen EreignisstudienHenryk Gurgul, Paweł Majdosz, Roland Mestel — 2007

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