On the estimation of stock-market reaction to corporate layoff announcements
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- Robert F. Engle & Victor K. Ng, 1991.
"Measuring and Testing the Impact of News on Volatility,"
NBER Working Papers
3681, National Bureau of Economic Research, Inc.
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- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
- Loughran, Tim & Ritter, Jay R., 2000. "Uniformly least powerful tests of market efficiency," Journal of Financial Economics, Elsevier, vol. 55(3), pages 361-389, March.
- 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.
- Oded Palmon & Huey-Lian Sun & Alex P. Tang, 1997. "Layoff Announcements: Stock Market Impact and Financial Performance," Financial Management, Financial Management Association, vol. 26(3), Fall.
- Karafiath, Imre, 1988. "Using Dummy Variables in the Event Methodology," The Financial Review, Eastern Finance Association, vol. 23(3), pages 351-357, August.
- Fayez A. Elayan & George S. Swales & Brian A. Maris & James R. Scott, 1998. "Market Reactions, Characteristics, and the Effectiveness of Corporate Layoffs," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 25(3&4), pages 329-351.
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