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Discussion of A synthesis of alternative testing procedures for event studies

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  • VICTOR L. BERNARD

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  • Victor L. Bernard, 1990. "Discussion of A synthesis of alternative testing procedures for event studies," Contemporary Accounting Research, John Wiley & Sons, vol. 6(2), pages 641-647, March.
  • Handle: RePEc:wly:coacre:v:6:y:1990:i:2:p:641-647
    DOI: 10.1111/j.1911-3846.1990.tb00779.x
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    1. Stambaugh, Robert F., 1982. "On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis," Journal of Financial Economics, Elsevier, vol. 10(3), pages 237-268, November.
    2. Jaffe, Jeffrey F, 1974. "Special Information and Insider Trading," The Journal of Business, University of Chicago Press, vol. 47(3), pages 410-428, July.
    3. Ramesh Chandra & Bala V. Balachandran, 1990. "A synthesis of alternative testing procedures for event studies," Contemporary Accounting Research, John Wiley & Sons, vol. 6(2), pages 611-640, March.
    4. Bernard, Vl, 1987. "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 1-48.
    5. Beaver, William & Lambert, Richard & Morse, Dale, 1980. "The information content of security prices," Journal of Accounting and Economics, Elsevier, vol. 2(1), pages 3-28, March.
    6. Beaver, Wh & Clarke, R & Wright, Wf, 1979. "Association Between Unsystematic Security Returns And The Magnitude Of Earnings Forecast Errors," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 316-340.
    7. Collins, Dw & Dent, Wt, 1984. "A Comparison Of Alternative Testing Methodologies Used In Capital-Market Research," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 48-84.
    8. Gibbons, Michael R., 1982. "Multivariate tests of financial models : A new approach," Journal of Financial Economics, Elsevier, vol. 10(1), pages 3-27, March.
    9. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    10. Schipper, K & Thompson, R, 1985. "The Impact Of Merger-Related Regulations Using Exact Distributions Of Test Statistics," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 408-415.
    11. Hughes, John S. & Ricks, William E., 1984. "Accounting for retail land sales : Analysis of a mandated change," Journal of Accounting and Economics, Elsevier, vol. 6(2), pages 101-132, August.
    12. Sefcik, Se & Thompson, R, 1986. "An Approach To Statistical-Inference In Cross-Sectional Models With Security Abnormal Returns As Dependent Variable," Journal of Accounting Research, Wiley Blackwell, vol. 24(2), pages 316-334.
    13. Schipper, K & Thompson, R, 1983. "The Impact Of Merger-Related Regulations On The Shareholders Of Acquiring Firms," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 184-221.
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