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Investigating security-price performance in the presence of event-date uncertainty

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  • Ball, Clifford A.
  • Torous, Walter N.

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  • Ball, Clifford A. & Torous, Walter N., 1988. "Investigating security-price performance in the presence of event-date uncertainty," Journal of Financial Economics, Elsevier, vol. 22(1), pages 123-153, October.
    • Handle: RePEc:eee:jfinec:v:22:y:1988:i:1:p:123-153
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    Cited by:

    1. Stephen G. Hall & Amangeldi Kenjegaliev, 2017. "The effect of oil price changes on the price of Russian and Chinese oil shares," Empirical Economics, Springer, vol. 53(4), pages 1639-1656, December.
    2. Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva, 2016. "Short-horizon event study estimation with a STAR model and real contaminated events," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 673-697, October.
    3. Styliani Panetsidou & Angelos Synapis & Ioannis Tsalavoutas, 2022. "Price run-ups and insider trading laws under different regulatory environments," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 601-639, August.
    4. Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila, 2016. "Do rating grades convey important information: German evidence?," Economic Modelling, Elsevier, vol. 53(C), pages 334-344.
    5. Judith F. Posnikoff, 1997. "Disinvestment From South Africa: They Did Well By Doing Good," Contemporary Economic Policy, Western Economic Association International, vol. 15(1), pages 76-86, January.
    6. AitSahlia, Farid & Yoon, Joon-Hui, 2016. "Information stages in efficient markets," Journal of Banking & Finance, Elsevier, vol. 69(C), pages 84-94.
    7. Abdourahmane Diaw, 2011. "The effect of mergers and acquisitions on shareholder wealth: the case of European banks [L'effet des fusions et acquisitions sur la richesse des actionnaires: le cas des banques européennes]," Post-Print hal-01184673, HAL.
    8. Cunha, P.A.M.F.V., 2005. "The value of cooperation : Studies on the performance outcomes of interorganizational alliances," Other publications TiSEM 59466e6c-1920-461e-b5e9-b, Tilburg University, School of Economics and Management.
    9. Anya Khanthavit, 2020. "An Event Study Analysis of Thailand¡¯s 2019 General Election: A Long Window of Multiple Sub-events," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 502-514, July.
    10. Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012. "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 119-127.
    11. Christoph Kaserer & Martin Ahlers, 2000. "Kursreaktionen anläßlich der Börseneinführung von Tochterunternehmen — Signaling oder verbesserte Unternehmenskontrolle in Konzernen?," Schmalenbach Journal of Business Research, Springer, vol. 52(6), pages 537-570, September.
    12. Rucker, Randal R. & Thurman, Walter N. & Yoder, Jonathan K., 1999. "An Economic Analysis Of The Determinants Of Lumber Futures Price Movements," 1999 Annual meeting, August 8-11, Nashville, TN 21706, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    13. Ellison, Sara Fisher & Mullin, Wallace P, 1995. "Economics and Politics: The Case of Sugar Tariff Reform," Journal of Law and Economics, University of Chicago Press, vol. 38(2), pages 335-366, October.
    14. Aktas, Nihat & de Bodt, Eric & Cousin, Jean-Gabriel, 2007. "Event studies with a contaminated estimation period," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 129-145, March.

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