Implementing and interpreting event studies of regulatory changes
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- Lyon, Andrew B., 1989.
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- A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
- Dnes, Antony W, et al, 1998. "The Regulation of the United Kingdom Electricity Industry: An Event Study of Price-Capping Measures," Journal of Regulatory Economics, Springer, vol. 13(3), pages 207-25, May.
- Lamdin, Douglas J, 1999. "Event Studies of Regulation and New Results on the Effect of the Cigarette Advertising Ban," Journal of Regulatory Economics, Springer, vol. 16(2), pages 187-201, September.
- Chen, Andrew H & Sanger, Gary C, 1985. "An Analysis of the Impact of Regulatory Change: The Case of Natural Gas Deregulation," The Financial Review, Eastern Finance Association, vol. 20(1), pages 36-54, February.
- Frankfurter, George M. & McGoun, Elton G., 1993. "The event study: An industrial strength method," International Review of Financial Analysis, Elsevier, vol. 2(2), pages 121-141.
- Karafiath, Imre, 1988. "Using Dummy Variables in the Event Methodology," The Financial Review, Eastern Finance Association, vol. 23(3), pages 351-57, August.
- Seaks, Terry G., 1990. "The computation of test statistics for multivariate regression models in event studies," Economics Letters, Elsevier, vol. 33(2), pages 141-145, June.
- Larcker, David F. & Gordon, Lawrence A. & Pinches, George E., 1980. "Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(02), pages 267-287, June.
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