Handling missing prices in a thinly traded stock market: implications for the specification of event study methods
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- Andrew Ferguson & Tom Scott & Neil Fargher, 2016. "The determinants and market reaction to Open Briefings: an investor relations option and evidence on the effectiveness of disclosure," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 803-843, September.
- Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar, 2014. "Thinly traded securities and risk management," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 5-48, June.
- Kallunki, Juha-Pekka, 1997. "Using accounting variables as instrumental risk measures in event studies: evidence from a thinly traded stock market," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 189-202, October.
- Ferguson, Andrew & Scott, Tom, 2011. "Market reactions to Australian boutique resource investor presentations," Resources Policy, Elsevier, vol. 36(4), pages 330-338.
- Sahlstrom, Petri, 2001. "Impact of stock option listings on return and risk characteristics in Finland," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 19-36.
- Diether W. Beuermann, 2015.
"Information and Communications Technology, Agricultural Profitability and Child Labor in Rural Peru,"
Review of Development Economics,
Wiley Blackwell, vol. 19(4), pages 988-1005, November.
- Gonzalo Cortazar & Diether Beuermann & Alejandro Bernales, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 4647, Inter-American Development Bank.
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