IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

How do stock returns react to special events?

  • Robert Schweitzer
Registered author(s):

    No abstract is available for this item.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://www.phil.frb.org/research-and-data/publications/business-review/1989/brja89rs.pdf
    Download Restriction: no

    Article provided by Federal Reserve Bank of Philadelphia in its journal Business Review.

    Volume (Year): (1989)
    Issue (Month): Jul ()
    Pages: 17-29

    as
    in new window

    Handle: RePEc:fip:fedpbr:y:1989:i:jul:p:17-29
    Contact details of provider: Postal: 10 Independence Mall, Philadelphia, PA 19106-1574
    Web page: http://www.philadelphiafed.org/

    More information through EDIRC

    Order Information: Web: http://www.phil.frb.org/publicaffairs/pubs/index.html Email:


    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    as in new window
    1. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
    2. Edward J. Kane & Haluk Unal, 1988. "Change in Market Assessments of Deposit-Institution Riskiness," NBER Working Papers 2530, National Bureau of Economic Research, Inc.
    3. Pettit, R Richardson, 1972. "Dividend Announcements, Security Performance, and Capital Market Efficiency," Journal of Finance, American Finance Association, vol. 27(5), pages 993-1007, December.
    4. Swary, Itzhak, 1986. "Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis," The Journal of Business, University of Chicago Press, vol. 59(3), pages 451-73, July.
    5. Brickley, James A., 1983. "Shareholder wealth, information signaling and the specially designated dividend : An empirical study," Journal of Financial Economics, Elsevier, vol. 12(2), pages 187-209, August.
    6. Janis K. Zaima & Douglas Hearth, 1985. "The Wealth Effects Of Voluntary Selloffs: Implications For Divesting And Acquiring Firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 227-236, 09.
    7. Richard Kolodny & Diane Rizzuto Suhler, 1985. "Changes In Capital Structure, New Equity Issues, And Scale Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 127-136, 06.
    8. Saunders, Anthony & Smirlock, Michael, 1987. "Intra- and Interindustry Effects of Bank Securities Market Activities: The Case of Discount Brokerage," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(04), pages 467-482, December.
    9. Jensen, Michael C. & Ruback, Richard S., 1983. "The market for corporate control : The scientific evidence," Journal of Financial Economics, Elsevier, vol. 11(1-4), pages 5-50, April.
    10. John J. Binder, 1985. "Measuring the Effects of Regulation with Stock Price Data," RAND Journal of Economics, The RAND Corporation, vol. 16(2), pages 167-183, Summer.
    11. Smirlock, Michael, 1984. "An analysis of bank risk and deposit rate ceilings : Evidence from the capital markets," Journal of Monetary Economics, Elsevier, vol. 13(2), pages 195-210, March.
    12. Aharony, Joseph & Swary, Itzhak, 1983. "Contagion Effects of Bank Failures: Evidence from Capital Markets," The Journal of Business, University of Chicago Press, vol. 56(3), pages 305-22, July.
    13. 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.
    14. Dann, Larry Y & James, Christopher M, 1982. " An Analysis of the Impact of Deposit Rate Ceilings on the Market Values of Thrift Institutions," Journal of Finance, American Finance Association, vol. 37(5), pages 1259-75, December.
    15. Asquith, Paul & Mullins, David Jr., 1986. "Equity issues and offering dilution," Journal of Financial Economics, Elsevier, vol. 15(1-2), pages 61-89.
    16. Robert E. Lamy & G. Rodney Thompson, 1986. "Penn Square, Problem Loans, And Insolvency Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(2), pages 103-111, 06.
    17. Schipper, Katherine & Smith, Abbie, 1983. "Effects of recontracting on shareholder wealth : The case of voluntary spin-offs," Journal of Financial Economics, Elsevier, vol. 12(4), pages 437-467, December.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:fip:fedpbr:y:1989:i:jul:p:17-29. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Beth Paul)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.