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Consistent Estimation Of Residual Variance In Regulatory Event Studies

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  • Marcus A. Ingram
  • Virginia C. Ingram

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  • Marcus A. Ingram & Virginia C. Ingram, 1993. "Consistent Estimation Of Residual Variance In Regulatory Event Studies," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(2), pages 151-160, June.
    • Handle: RePEc:bla:jfnres:v:16:y:1993:i:2:p:151-160
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1993.tb00136.x
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    References listed on IDEAS

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    1. Collins, Dw & Dent, Wt, 1984. "A Comparison Of Alternative Testing Methodologies Used In Capital-Market Research," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 48-84.
    2. Bernard, Vl, 1987. "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 1-48.
    3. Binder, Jj, 1985. "On The Use Of The Multivariate Regression-Model In Event Studies," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 370-383.
    4. Malatesta, Paul H., 1986. "Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least Squares," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(1), pages 27-38, March.
    5. McDonald, Bill, 1987. "Event Studies and Systems Methods: Some Additional Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(4), pages 495-504, December.
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    Cited by:

    1. Carl Pacini & William Hillison & David Marlett & Deanna Burgess, 2005. "Corporate governance and the market impact of the Financial Services Modernization act of 1999 on bank returns and trading volume," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 46-72, March.
    2. Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
    3. Brouwers, Roel & Schoubben, Frederiek & Van Hulle, Cynthia & Van Uytbergen, Steve, 2016. "The initial impact of EU ETS verification events on stock prices," Energy Policy, Elsevier, vol. 94(C), pages 138-149.
    4. Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11, pages 302-335, August.

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