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Citations for "Improved Methods for Tests of Long-Run Abnormal Stock Returns"

by John D. Lyon & Brad M. Barber & Chih-Ling Tsai

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Robert L Conn & Andy Cosh & Paul M Guest & Alan Hughes, 2003. "The Impact on U.K. Acquirers of Domestic, Cross-border, Public and Private Acquisitions," ESRC Centre for Business Research - Working Papers wp276, ESRC Centre for Business Research. [Downloadable!]
  2. Stavros Peristiani, 2003. "Evaluating the riskiness of initial public offerings: 1980-2000," Staff Reports 167, Federal Reserve Bank of New York. [Downloadable!]
  3. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Public Policy Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  4. Amil Dasgupta & Andrea Prat & Michela Verardo, 2005. "The Price of Conformism," Levine's Bibliography 784828000000000357, UCLA Department of Economics. [Downloadable!]
  5. José M. Campa & Ignacio Hernando, 2007. "The reaction by industry insiders to M&As in the European financial industry," Banco de España Working Papers 0713, Banco de España. [Downloadable!]
    Other versions:
  6. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Economics and Finance Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  7. Bryan Mase, 2002. "The Impact of Changes in the FTSE 100 Index," Economics and Finance Discussion Papers 02-25, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  8. Gregory L. Adams & James C. Brau & Andrew Holmes, 2007. "REIT Stock Repurchases: Completion Rates, Long - Run Returns, and the Straddle Hypothesis," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 115-136. [Downloadable!]
  9. C Conn & A Cosh & P Guest & A Hughes, 2001. "Long-Run Share Performance of UK Firms Engaging in Cross-Border Acquisitions," ESRC Centre for Business Research - Working Papers wp214, ESRC Centre for Business Research.
  10. Lidén, Erik R., 2003. "Stock Recommendations in Swedish Printed Media: Leading or Misleading?," Working Papers in Economics 99, Göteborg University, Department of Economics, revised 19 Sep 2003. [Downloadable!]
  11. Kathryn L. DeWenter & Paul H. Malatesta, 2001. "State-Owned and Privately Owned Firms: An Empirical Analysis of Profitability, Leverage, and Labor Intensity," American Economic Review, American Economic Association, vol. 91(1), pages 320-334, March. [Downloadable!] (restricted)
  12. Aigbe Akhigbe & Jeff Madura & Carolyn Spencer, 2004. "Partial acquisitions, corporate control, and performance," Applied Financial Economics, Taylor and Francis Journals, vol. 14(12), pages 847-857, August. [Downloadable!] (restricted)
  13. Maher Kooli & Jean-Marc Suret, 2001. "The Underpricing of Initial Public Offerings: Further Canadian Evidence," CIRANO Working Papers 2001s-50, CIRANO. [Downloadable!]
  14. Abdullah Al-Hassan & Mohammed Omran & Fernando-Luciano Delgado-Fernández, 2007. "IPO Behavior in GCC Countries: Goody-Two Shoes or Bad-to-the-Bone?," IMF Working Papers 07/149, International Monetary Fund. [Downloadable!]
  15. Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, . "Estimating the Returns to Insider Trading," Rodney L. White Center for Financial Research Working Papers 19-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  16. José Manuel Campa & Ignacio Hernando, 2005. "M&As performance in the European financial industry," Banco de España Working Papers 0516, Banco de España. [Downloadable!]
    Other versions:
  17. Lidén, Erik R. & Rosenberg, Markus, 2006. "Ten Years of Misleading Information - Investment Advice in Printed Media," Working Papers in Economics 230, Göteborg University, Department of Economics. [Downloadable!]
  18. Richard J. Rosen, 2004. "Merger momentum and investor sentiment: the stock market reaction to merger announcements," Working Paper Series WP-04-07, Federal Reserve Bank of Chicago. [Downloadable!]
  19. Bryan Mase, 2002. "The Impact of Changes in the FTSE 100 Index," Public Policy Discussion Papers 02-25, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  20. Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2007. "Is the Long-Run Performance of Cross-Listed Firms Anomalous?," CIRANO Working Papers 2007s-25, CIRANO. [Downloadable!]
  21. Raúl Iñiguez & Francisco Poveda, 2004. "Long-run abnormal returns and income smoothing in the Spanish stock market," European Accounting Review, Taylor and Francis Journals, vol. 13(1), pages 105-130, May. [Downloadable!] (restricted)
  22. Kyriacos Kyriacou, 2003. "The Impact of Risk on the Decision to Exercise an ESO," Public Policy Discussion Papers 03-18, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  23. Jakobsen, Jan & Sørensen, Ole, 1999. "Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark," Working Papers 2000-2, Copenhagen Business School, Department of Finance. [Downloadable!]
  24. Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan, 2008. "Private Information in Executives' Option Trades: Evidence from the UK," Cardiff Economics Working Papers E2008/4, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
  25. Maher Kooli & Jean-François L'Her & Jean-Marc Suret, 2003. "Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market," CIRANO Working Papers 2003s-16, CIRANO. [Downloadable!]
  26. Aigbe Akhigbe & Jeff Madura, 2004. "Bank acquisitions of security firms: the early evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 485-496, April. [Downloadable!] (restricted)
  27. Eckbo, B Espen & Norli, Øyvind, 2005. "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers 4832, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  28. Abhay Abhyankar & Keng-Yu Ho & Huainan Zhao, 2005. "Long-run post-merger stock performance of UK acquiring firms: a stochastic dominance perspective," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 679-690, June. [Downloadable!] (restricted)
  29. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Economics and Finance Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  30. O. Emre Ergungor & C.N.V. Krishnan & Ajai K. Singh & Allan A. Zebedee, 2004. "Bank seasoned equity offers: do voluntary and involuntary offers differ?," Working Paper 0414, Federal Reserve Bank of Cleveland. [Downloadable!]
  31. Maher Kooli & Jean-Marc Suret, 2001. "The Aftermarket Performance of Initial Public Offerings in Canada," CIRANO Working Papers 2001s-52, CIRANO. [Downloadable!]
  32. María Jesús Pastor & Francisco Poveda, 2005. "Earnings Management As An Explanation Of The Equity Issue Puzzle," Working Papers. Serie AD 2005-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  33. Wolfgang Aussenegg, 1999. "Going Public in Poland: Case-by-Case Privatizations, Mass Privatization and Private Sector Initial Public Offerings," William Davidson Institute Working Papers Series 292, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  34. Bartholdy, Jan & Olson, Dennis & Peare, Paula, 2006. "Conducting event studies on a small stock exchange," Finance Research Group Working Papers F-2006-03, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:
  35. Kothari, S.P. & Loutskina, Elena & Nikolaev, Valeri, 2006. "Agency theory of overvalued equity as an explanation for the accrual anomaly," Discussion Paper 103, Tilburg University, Center for Economic Research. [Downloadable!]
  36. A Cosh & P Guest, 2001. "The Long-Run Performance of Hostile Takeovers: UK Evidence," ESRC Centre for Business Research - Working Papers wp215, ESRC Centre for Business Research. [Downloadable!]
  37. LaFond, Ryan, 2005. "Is the Accrual Anomaly a Global Anomaly?," Working papers 27856, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  38. Luca Benzoni & Carola Schenone, 2007. "Conflict of interest and certification in the U.S. IPO market," Working Paper Series WP-07-09, Federal Reserve Bank of Chicago. [Downloadable!]
  39. O. Erhardt & R. Koerstein, . "Die Simulation langfristiger Überrenditen," Sonderforschungsbereich 373 1999-56, Humboldt Universitaet Berlin.
  40. José Emilio Farinós, 2001. "Rendimientos anormales de las OPV en España," Investigaciones Economicas, Fundación SEPI, vol. 25(2), pages 417-437, May. [Downloadable!]
  41. Campa, Jose M. & Hernando, Ignacio, 2002. "Value creation in European M&As," IESE Research Papers D/471, IESE Business School. [Downloadable!]
  42. Oberndorfer, Ulrich & Ziegler, Andreas, 2006. "Environmentally oriented energy policy and stock returns : an empirical analysis," ZEW Discussion Papers 06-79, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  43. Sanjai Bhagat & Roberta Romano, . "Event Studies and the Law--Part I: Technique and Corporate Litigation," Yale Law School John M. Olin Center for Studies in Law, Economics, and Public Policy Working Paper Series yale_lepp-1021, Yale Law School John M. Olin Center for Studies in Law, Economics, and Public Policy. [Downloadable!]
  44. Ana Paula Serra, 2002. "Event Study Tests: A brief survey," FEP Working Papers 117, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
  45. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Public Policy Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

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This page was last updated on 2008-11-26.


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