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Comment on “Standard setting and security returns: A time series analysis of FAS No. 8 eventsâ€

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  • REX THOMPSON

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  • Rex Thompson, 1986. "Comment on “Standard setting and security returns: A time series analysis of FAS No. 8 eventsâ€," Contemporary Accounting Research, John Wiley & Sons, vol. 3(1), pages 242-250, September.
    • Handle: RePEc:wly:coacre:v:3:y:1986:i:1:p:242-250
    DOI: 10.1111/j.1911-3846.1986.tb00637.x
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    References listed on IDEAS

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    1. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    2. Larcker, David F. & Gordon, Lawrence A. & Pinches, George E., 1980. "Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(2), pages 267-287, June.
    3. Thomas T. Cheng, 1986. "Standard setting and security returns: A time series analysis of FAS No. 8 events," Contemporary Accounting Research, John Wiley & Sons, vol. 3(1), pages 226-241, September.
    4. 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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