On the Use of the Log CAR Measure in Event Studies
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- Hudson, Robert S. & Gregoriou, Andros, 2015. "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 151-162.
- Sebastian Dickgiesser & Christoph Kaserer, 2010.
"Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information,"
German Economic Review,
Verein für Socialpolitik, vol. 11, pages 302-335, August.
- Dickgiesser, Sebastian & Kaserer, Christoph, 2008. "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series 2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
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