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An Investigation into the Capital Market Reaction on Accounting Standards Enforcement

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Hanne Böckem
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Paper provided by Department of Finance, Goethe University Frankfurt am Main in its series Working Paper Series: Finance and Accounting with number 17.

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Date of creation: Jul 1998
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Handle: RePEc:fra:franaf:17

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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. [Downloadable!] (restricted)
  2. Gerety, Mason S & Mulherin, J Harold, 1994. "Price Formation on Stock Exchanges: The Evolution of Trading within the Day," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 7(3), pages 609-29. [Downloadable!] (restricted)
  3. Daron Acemoglu, Miles B. Gietzmann, 1998. "Auditor independence, incomplete contracts and the role of legal liability," European Accounting Review, Taylor and Francis Journals, vol. 6(3), pages 355-375, September. [Downloadable!] (restricted)
  4. A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March. [Downloadable!] (restricted)
  5. 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. [Downloadable!] (restricted)
  6. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August. [Downloadable!] (restricted)
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