The market model and the event study method: A synthesis of the econometric criticisms
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Financial Analysis.
Volume (Year): 3 (1994)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/inca/620166
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- Wagner, Niklas, 2004. "Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns," Research in International Business and Finance, Elsevier, vol. 18(1), pages 59-72, April.
- Jan-Peer Laabs & Dirk Schiereck, 2010. "The long-term success of M&A in the automotive supply industry: determinants of capital market performance," Journal of Economics and Finance, Springer, vol. 34(1), pages 61-88, January.
- Sascha Wilkens & Jens Wimschulte, 2005. "Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices," Financial Markets and Portfolio Management, Springer, vol. 19(1), pages 61-98, June.
- Rumsey, John, 1996. "The market model and the event study method: A synthesis of econometric criticisms: Comment," International Review of Financial Analysis, Elsevier, vol. 5(1), pages 79-81.
- Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer, 1996. "The market model and the event study method: A rejoinder," International Review of Financial Analysis, Elsevier, vol. 5(1), pages 83-86.
- Hamill, Philip A. & Opong, Kwaku K. & McGregor, Pat, 2002. "Equity option listing in the UK: a comparison of market-based research methodologies," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 91-108, January.
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