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Conducting event studies with thinly traded stocks

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Author Info
Maynes, Elizabeth
Rumsey, John
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 17 (1993)
Issue (Month): 1 (February)
Pages: 145-157
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Handle: RePEc:eee:jbfina:v:17:y:1993:i:1:p:145-157

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  1. V. M. González-Méndez & Francisco González-Rodríguez, 2000. "Procedimientos de resolución de insolvencia financiera en España: costes de insolvencia y transferencia de riqueza," Investigaciones Economicas, Fundación SEPI, vol. 24(2), pages 357-384, May. [Downloadable!]
  2. Ana I. Fernández & Silvia Gómez-Ansón, 1999. "Un estudio de las Ofertas Públicas de Adquisición en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, vol. 23(3), pages 471-495, September. [Downloadable!]
  3. Víctor González & Francisco González, 2004. "Stock repurchases with legal restrictions. Evidence from Spain," European Journal of Finance, Taylor and Francis Journals, vol. 10(6), pages 526-541, December. [Downloadable!] (restricted)
  4. Margalida Alemany & Rafel Crespi-Cladera, 2001. "Warum Abwehrmaßnahmen gegen Übernahmen in Spanien?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(2), pages 214-224.
  5. G. Geoffrey Booth, Juha-Pekka Kallunki, Teppo Martikainen, 1998. "Delayed price response to the announcements of earnings and its components in Finland," European Accounting Review, Taylor and Francis Journals, vol. 6(3), pages 377-392, September. [Downloadable!] (restricted)
  6. C. Wulff, . "The Market Reaction to Stock Splits - Evidence from Germany -," Sonderforschungsbereich 373 1999-42, Humboldt Universitaet Berlin.
  7. Bartholdy, Jan & Olson, Dennis & Peare, Paula, 2006. "Conducting event studies on a small stock exchange," Finance Research Group Working Papers F-2006-03, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
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  8. V. M. González-Méndez & F. González-Rodríguez, 2000. "Un análisis de los efectos de la crisis de Banesto sobre la banca y la industria," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 611-640, September. [Downloadable!]
  9. Nobuyoshi Yamori, 1999. "Stock Market Reaction to the Bank Liquidation in Japan: A Case for the Informational Effect Hypothesis," Journal of Financial Services Research, Springer, vol. 15(1), pages 57-68, February. [Downloadable!] (restricted)
  10. Raddatz, Claudio, 2009. "Multilateral debt relief through the eyes of financial markets," Policy Research Working Paper Series 4872, The World Bank. [Downloadable!]
  11. Francisco Gonzalez Rodriguez, 1995. "La reacción de los precios de las acciones ante anuncios de dividendos: la evidencia empírica en el mercado español de valores," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 249-268, May. [Downloadable!]
  12. Arnold R. Cowan & Anne M.A. Sergeant, 1996. "Trading Frequency and Event Study Test Specification," Finance 9610002, EconWPA. [Downloadable!]
  13. Victor Gonzalez, 1997. "La valoración por el mercado de capitales español de la financiación bancaria y de las emisiones de obligaciones," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 111-128, January. [Downloadable!]
  14. Seppo Ikäheimo & Anders Kjellman & Jan Holmberg & Sari Jussila, 2004. "Employee stock option plans and stock market reaction: evidence from Finland," European Journal of Finance, Taylor and Francis Journals, vol. 10(2), pages 105-122, April. [Downloadable!] (restricted)
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