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The Stock market impact of social pressure: The South African divestment case

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  • Lytle, Laurian Casson
  • Joy, O. Maurice

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  • Lytle, Laurian Casson & Joy, O. Maurice, 1996. "The Stock market impact of social pressure: The South African divestment case," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 507-527.
    • Handle: RePEc:eee:quaeco:v:36:y:1996:i:4:p:507-527
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    References listed on IDEAS

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    1. Patell, Jm, 1976. "Corporate Forecasts Of Earnings Per Share And Stock-Price Behavior - Empirical Tests," Journal of Accounting Research, Wiley Blackwell, vol. 14(2), pages 246-276.
    2. Chandra, R & Moriarity, S & Willinger, Gl, 1990. "A Reexamination Of The Power Of Alternative Return-Generating Models And The Effect Of Accounting For Cross-Sectional Dependencies In Event Studies," Journal of Accounting Research, Wiley Blackwell, vol. 28(2), pages 398-408.
    3. Moore, Norman H. & Pruitt, Stephen W. & Maurice Tse, K. S., 1993. "South African divestment decisions and shareholder wealth," Economics Letters, Elsevier, vol. 42(2-3), pages 223-228.
    4. Jain, Pc, 1986. "Analyses Of The Distribution Of Security Market Model Prediction Errors For Daily Returns Data," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 76-96.
    5. Hansen, Robert S & Crutchley, Claire, 1990. "Corporate Earnings and Financings: An Empirical Analysis," The Journal of Business, University of Chicago Press, vol. 63(3), pages 347-371, July.
    6. Foster, George, 1981. "Intra-industry information transfers associated with earnings releases," Journal of Accounting and Economics, Elsevier, vol. 3(3), pages 201-232, December.
    7. Joy, Om & Litzenberger, Rh & Mcenally, Rw, 1977. "Adjustment Of Stock-Prices To Announcements Of Unanticipated Changes In Quarterly Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 15(2), pages 207-225.
    8. Ramesh Chandra & Kermit Rohrbach, 1990. "A methodological note on detecting a location shift in the distribution of abnormal returns: A nonparametric approach," Contemporary Accounting Research, John Wiley & Sons, vol. 7(1), pages 123-141, September.
    9. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
    10. Brown, Keith C. & Harlow, W. V. & Tinic, Seha M., 1988. "Risk aversion, uncertain information, and market efficiency," Journal of Financial Economics, Elsevier, vol. 22(2), pages 355-385, December.
    11. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
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