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Measuring Event Impacts in Thinly Traded Stocks

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  • Heinkel, Robert
  • Kraus, Alan
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 23 (1988)
    Issue (Month): 01 (March)
    Pages: 71-88

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    Handle: RePEc:cup:jfinqa:v:23:y:1988:i:01:p:71-88_01

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    Cited by:
    1. Jan Bartholdy & Dennis Olson & Paula Peare, 2007. "Conducting Event Studies on a Small Stock Exchange," European Journal of Finance, Taylor and Francis Journals, vol. 13(3), pages 227-252.
    2. Bell, Peter N, 2010. "New methodology for event studies in Bonds," MPRA Paper 26694, University Library of Munich, Germany.
    3. Panagiotis Fotis & Michael Polemis & Nikolaos Zevgolis, 2011. "Robust Event Studies for Derogation from Suspension of Concentrations in Greece during the Period 1995–2008," Journal of Industry, Competition and Trade, Springer, vol. 11(1), pages 67-89, March.
    4. Geoffrey Booth, G. & Ciner, Cetin, 1997. "International transmission on information in corn futures markets," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 175-187, October.
    5. Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo, 2001. "Liquidity and the turn-of-the-month effect: evidence from Finland," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 137-146, June.
    6. Beer, Francisca Marie, 1997. "Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results," Global Finance Journal, Elsevier, vol. 8(1), pages 83-94.

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