Impact of reorganization announcements on distressed-stock returns
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- Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
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- Andrew W. Lo, A. Craig MacKinlay, 1988. "Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 41-66.
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- repec:hrv:faseco:30721347 is not listed on IDEAS
- Chandra, Ramesh & Rohrbach, Kermit & Willinger, G Lee, 1995. "A Comparison of the Power of Parametric and Nonparametric Tests of Location Shift for Event Studies," The Financial Review, Eastern Finance Association, vol. 30(4), pages 685-710, November.
- Morse, Dale & Shaw, Wayne, 1988. " Investing in Bankrupt Firms," Journal of Finance, American Finance Association, vol. 43(5), pages 1193-1206, December. Full references (including those not matched with items on IDEAS)
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