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Measurement of Abnormal Returns from Small Firms

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  • Morgan, Alison
  • Morgan, Ieuan

Abstract

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Suggested Citation

  • Morgan, Alison & Morgan, Ieuan, 1987. "Measurement of Abnormal Returns from Small Firms," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 121-129, January.
    • Handle: RePEc:bes:jnlbes:v:5:y:1987:i:1:p:121-29
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    Cited by:

    1. Xiong, Tao & Zhang, Wendong & Chen, Chen-Ti, 2021. "A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks," Food Policy, Elsevier, vol. 105(C).
    2. Kryzanowski, Lawrence & Zhang, Hao, 1991. "Valuation effects of Canadian stock split announcements," Economics Letters, Elsevier, vol. 36(3), pages 317-322.
    3. Kanungo, Rama Prasad, 2021. "Uncertainty of M&As under asymmetric estimation," Journal of Business Research, Elsevier, vol. 122(C), pages 774-793.
    4. repec:adr:anecst:y:1991:i:24:p:01 is not listed on IDEAS
    5. Markus Mentz & Dirk Schiereck, 2008. "Cross-border mergers and the cross-border effect: the case of the automotive supply industry," Review of Managerial Science, Springer, vol. 2(3), pages 199-218, November.
    6. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    7. Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu, 2013. "Do strategic alliances in a developing country create firm value? Evidence from Korean firms," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 30-41.
    8. Javid, Attiya Yasmin & Ahmad, Eatzaz, 2008. "Testing multifactor capital asset pricing model in case of Pakistani market," MPRA Paper 37341, University Library of Munich, Germany.
    9. Lee, Hyunchul & Kim, Dukyong & Seo, Minkyo, 2013. "Market valuation of marketing alliances in East Asia: Korean evidence," Journal of Business Research, Elsevier, vol. 66(12), pages 2492-2499.
    10. Nicolau, Juan Luis & Sellers, Ricardo, 2010. "The quality of quality awards: Diminishing information asymmetries in a hotel chain," Journal of Business Research, Elsevier, vol. 63(8), pages 832-839, August.
    11. Nicolau, Juan L., 2011. "The decision to raise firm value through a sports-business exchange: How much are Real Madrid's goals worth to its president's company's goals?," European Journal of Operational Research, Elsevier, vol. 215(1), pages 281-288, November.
    12. Bernardo Batiz-Lazo & Douglas Wood, 2003. "Effects of regulatory change on European banks: A case study on the strategy and stock market performance of Lloyds Bank (1980-1993)," Economic History 0301004, University Library of Munich, Germany.
    13. Juan Luis Nicolau, 2001. "Parametric And Nonparametric Approaches To Event Studies: An Application To A Hotel'S Market Value," Working Papers. Serie AD 2001-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    14. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
    15. Nicolau, Juan L., 2012. "The effect of winning the 2010 FIFA World Cup on the tourism market value: The Spanish case," Omega, Elsevier, vol. 40(5), pages 503-510.
    16. Nicolau, Juan Luis & Sharma, Abhinav, 2022. "A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu," Annals of Tourism Research, Elsevier, vol. 95(C).

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