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Event Study Methods and Evidence on Their Performance

Citations

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Cited by:

  1. Terence Tai-Leung Chong & Winnie S. C. Leung & Rita W. Y. Yip & Howard Z. Huang, 2009. "Is the Convergence of Accounting Standards Good for Stock Markets?," Economics Bulletin, AccessEcon, vol. 29(3), pages 2079-2085.
  2. Walter, Andreas & Eisele, Florian, 2003. "Kurswertreaktionen auf die Ankündigung von Going Private : Transaktionen am deutschen Kapitalmarkt," Tübinger Diskussionsbeiträge 274, University of Tübingen, School of Business and Economics.
  3. Martin Lausegger, 2021. "Stock markets in turmoil: political institutions and the impact of elections," Economics and Politics, Wiley Blackwell, vol. 33(1), pages 172-204, March.
  4. Raddatz, Claudio, 2010. "When the rivers run dry : liquidity and the use of wholesale funds in the transmission of the U.S. subprime crisis," Policy Research Working Paper Series 5203, The World Bank.
  5. Warell, Linda, 2007. "A horizontal merger in the iron ore industry: An event study approach," Resources Policy, Elsevier, vol. 32(4), pages 191-204, December.
  6. Ante, Lennart, 2023. "How Elon Musk's Twitter activity moves cryptocurrency markets," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
  7. Hansol Lee & Eunkyung Kweon & Minkyun Kim & Sangmi Chai, 2017. "Does Implementation of Big Data Analytics Improve Firms’ Market Value? Investors’ Reaction in Stock Market," Sustainability, MDPI, vol. 9(6), pages 1-17, June.
  8. Kling, Gerhard, 2006. "The long-term impact of mergers and the emergence of a merger wave in pre-World-War I Germany," Explorations in Economic History, Elsevier, vol. 43(4), pages 667-688, October.
  9. Monica Martinez-Blasco & Vanessa Serrano & Francesc Prior & Jordi Cuadros, 2023. "Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-34, December.
  10. Styliani Panetsidou & Angelos Synapis & Ioannis Tsalavoutas, 2022. "Price run-ups and insider trading laws under different regulatory environments," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 601-639, August.
  11. Benjamin Kleidt & Eckhard Scharmer & Dirk Schiereck, 2009. "Desinvestitionen von Aktienpaketen — Eine Analyse von Exchangeable Bonds," Schmalenbach Journal of Business Research, Springer, vol. 61(7), pages 738-780, November.
  12. Brandon Schaufele & David Sparling, 2011. "Regulation and the financial performance of Canadian agribusinesses," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 201-217, August.
  13. Brooks, Chris & Godfrey, Chris & Hillenbrand, Carola & Money, Kevin, 2016. "Do investors care about corporate taxes?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 218-248.
  14. Gokhale, Jayendra & Brooks, Raymond M. & Tremblay, Victor J., 2014. "The effect on stockholder wealth of product recalls and government action: The case of Toyota's accelerator pedal recall," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 521-528.
  15. Olga Krzeczewska & Radosław Pastusiak, 2022. "Does bankruptcy filing always mean contagion? Evidence from industry rivals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1357-1366, January.
  16. Lei Gao & Gerhard Kling, 2008. "Equity Transfers and Market Reactions," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(3), pages 293-308, December.
  17. Mahmud Hossain, 2008. "Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 1-23, January.
  18. Moshfique Uddin & Agyenim Boateng, 2009. "An analysis of short‐run performance of cross‐border mergers and acquisitions," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 8(4), pages 431-453, October.
  19. Bogdan Capraru & Iulian Ihnatov & Nicu Sprincean, 2016. "The Effect Of Major Events On Bank Share Price In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 747-757, July.
  20. Berwart, Erik & Guidolin, Massimo & Milidonis, Andreas, 2019. "An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings," Journal of Corporate Finance, Elsevier, vol. 59(C), pages 88-118.
  21. Brada, Josef C. & Chen, Chunda & Jia, Jingyi & Kutan, Ali M. & Perez, M. Fabricio, 2022. "Value creation and value destruction in investor-state dispute arbitration," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
  22. Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018. "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 67-93, January.
  23. Giuseppe Di Martino & Federico Busatto, 2018. "Equity Rights Issue and Dilutive Effect: Evidence from Italian Listed Companies," International Business Research, Canadian Center of Science and Education, vol. 11(10), pages 94-110, October.
  24. Ping Wei & Xiaodan Mao & Xiaohong Chen, 2020. "Institutional investors' attention to environmental information, trading strategies, and market impacts: Evidence from China," Business Strategy and the Environment, Wiley Blackwell, vol. 29(2), pages 566-591, February.
  25. Rosella Castellano & Rita D’Ecclesia, 2013. "CDS volatility: the key signal of credit quality," Annals of Operations Research, Springer, vol. 205(1), pages 89-107, May.
  26. Asta Klimaviciene, 2011. "Sovereign Credit Rating Announcements and Baltic Stock Markets," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 2(1).
  27. Davies, Ronald B. & Studnicka, Zuzanna, 2018. "The heterogeneous impact of Brexit: Early indications from the FTSE," European Economic Review, Elsevier, vol. 110(C), pages 1-17.
  28. Gerhard Kling, 2008. "Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-7.
  29. Stefan Thoenes, 2014. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  30. Erik E. Lehmann & Manuel T. Schwerdtfeger, 2016. "Evaluation of IPO-firm takeovers: an event study," Small Business Economics, Springer, vol. 47(4), pages 921-938, December.
  31. Béatrice Dumont, 2004. "L'efficacité du Contrôle Communautaire des Concentrations. Une approche par la méthode événementielle," Recherches économiques de Louvain, De Boeck Université, vol. 70(3), pages 317-340.
  32. Andrew H. Chen & Thomas F. Siems, 2001. "B2B emarketplace announcements and shareholder wealth," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 12-22.
  33. Edel Barnes & Martin Walker, 2006. "The Seasoned‐Equity Issues of UK Firms: Market Reaction and Issuance Method Choice," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 45-78, January.
  34. Florian Eisele & Andreas Walter, 2006. "Kursreaktionen auf die Ankündigung von Going Private-Transaktionen am deutschen Kapitalmarkt," Schmalenbach Journal of Business Research, Springer, vol. 58(3), pages 337-362, May.
  35. David M. Goldberg & Jason K. Deane & Terry R. Rakes & Loren Paul Rees, 2022. "3D Printing Technology and the Market Value of the Firm," Information Systems Frontiers, Springer, vol. 24(4), pages 1379-1392, August.
  36. Detre, Joshua D. & Gunderson, Michael A., 2011. "The Triple Bottom Line: What is the Impact on the Returns to Agribusiness?," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 14(4), pages 1-14, November.
  37. Nasiri, Maryam Akbari & Narayan, Paresh Kumar & Mishra, Sagarika, 2019. "Reaction of the credit default swap market to the release of periodic financial reports," International Review of Financial Analysis, Elsevier, vol. 65(C).
  38. repec:ebl:ecbull:v:7:y:2008:i:2:p:1-7 is not listed on IDEAS
  39. Ralf Schremper, 2003. "Kapitalmarktrelevanz deutscher Aktienrückkaufprogramme," Schmalenbach Journal of Business Research, Springer, vol. 55(6), pages 578-605, September.
  40. Burak Pirgaip & Mehmet Berktay Akyüz, 2020. "To Be Rated or To Be Indexed: Corporate Governance Rating Experience in Borsa Istanbul," Istanbul Business Research, Istanbul University Business School, vol. 49(2), pages 271-300, November.
  41. Dionysia Dionysiou, 2015. "Choosing Among Alternative Long-Run Event-Study Techniques," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 158-198, February.
  42. Werner Neus & Andreas Walter, 2009. "Kursgewinne durch Entlassungspläne? Erste Ergebnisse aus Deutschland," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(1), pages 1-20, February.
  43. Khoury Rim El, 2019. "The Cac 40 Index’S Reaction To Terrorist Attacks: The Case Of Charlie Hebdo," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 14(2), pages 55-72, August.
  44. Justinas Lubys & Pradiptarathi Panda, 2021. "US and EU unconventional monetary policy spillover on BRICS financial markets: an event study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 353-371, May.
  45. Josef C. Brada & Ichiro Iwasaki, 2023. "Do target-country legal institutions affect cross-border mergers and acquisitions? A quantitative literature survey," European Journal of Law and Economics, Springer, vol. 55(2), pages 225-289, April.
  46. Prasad, Mason & Bakry, Walid & Varua, Maria Estela, 2021. "Abnormal volatility in seasoned equity offerings during economic disruptions," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  47. ATM Adnan & Sameer Al Johani, 2023. "Stock Market Reaction to COVID-19: A Cross-Sectional Industry Analysis in Frontier Market," IIM Kozhikode Society & Management Review, , vol. 12(2), pages 157-181, July.
  48. Chortane, Sana Gaied & Pandey, Dharen Kumar, 2022. "Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  49. Sascha Tobias Wengerek, 2020. "Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict," Working Papers Dissertations 59, Paderborn University, Faculty of Business Administration and Economics.
  50. Jason K. Deane & David M. Goldberg & Terry R. Rakes & Loren P. Rees, 2019. "The effect of information security certification announcements on the market value of the firm," Information Technology and Management, Springer, vol. 20(3), pages 107-121, September.
  51. Bogdan Capraru & Iulian Ihnatov & Nicu Sprincean, 2016. "Changes of Executives and Ownership in a Romanian Small Bank: an Event Study Approach," EuroEconomica, Danubius University of Galati, issue 1(35), pages 36-46, may.
  52. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
  53. Kammoun, Manel & Power, Gabriel J. & Tandja M, Djerry C., 2022. "Capital market reactions to project finance loans," Finance Research Letters, Elsevier, vol. 45(C).
  54. Oehler, Andreas & Schmitz, Jonas Tobias, 2021. "Does intensified communication of hedge funds with letters affect abnormal returns?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 127-142.
  55. Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021. "The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
  56. Sadok El Ghoul & Omrane Guedhami & Sattar A. Mansi & Oumar Sy, 2023. "Event studies in international finance research," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 54(2), pages 344-364, March.
  57. Omer Ahmed Sayed & Hussein Eledum, 2023. "The short‐run response of Saudi Arabia stock market to the outbreak of COVID‐19 pandemic: An event‐study methodology," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2367-2381, July.
  58. Guangqian Ren & Yuliang Zhao, 2009. "Split share structure reform effect model and empirical analysis," Frontiers of Economics in China, Springer;Higher Education Press, vol. 4(3), pages 461-477, September.
  59. Feng Xu & Xin (Robert) Luo & Hongyun Zhang & Shan Liu & Wei (Wayne) Huang, 2019. "Do Strategy and Timing in IT Security Investments Matter? An Empirical Investigation of the Alignment Effect," Information Systems Frontiers, Springer, vol. 21(5), pages 1069-1083, October.
  60. Luigi Benfratello, 1999. "Beyond Profitability: Effects Of Acquisitions On Technical Efficiency And Productivity In The Italian Pasta Industry," CERIS Working Paper 199914, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  61. Christopher Gan & Yuan Zhang & Zhaohua Li & David A. Cohen, 2014. "The evolution of China’s banking system: bank loan announcements 1996–2009," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 165-188, March.
  62. Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021. "The influence of stablecoin issuances on cryptocurrency markets," Finance Research Letters, Elsevier, vol. 41(C).
  63. Sophie Manigart & Koen De Waele, 1999. "Choice dividends and contemporaneous earnings announcements on a small stock market: an empirical study," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 161, pages 27-56.
  64. Donnelly, Ray, 2008. "Accounting, board independence and contagion effects from adverse press comment: The case of Elan," The British Accounting Review, Elsevier, vol. 40(3), pages 245-259.
  65. Braun, Thorsten V. & Lehmann, Erik E. & Schwerdtfeger, Manuel T., 2011. "The stock market evaluation of IPO-firm takeovers," UO Working Papers 01-11, University of Augsburg, Chair of Management and Organization.
  66. James Koch & Robert Fenili & Richard Cebula, 2011. "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 59-70, March.
  67. Thorsten Lübbers, 2009. "Is Cartelisation Profitable? A Case Study of the Rhenish Westphalian Coal Syndicate, 1893-1913," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2009_09, Max Planck Institute for Research on Collective Goods.
  68. Wijayana, Singgih & Gray, Sidney J., 2018. "Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 134-147.
  69. Henry, Darren & Nguyen, Lily & Pham, Viet Hung, 2017. "Institutional trading before dividend reduction announcements," Journal of Financial Markets, Elsevier, vol. 36(C), pages 40-55.
  70. Andrew Cooke & Wendy Chapple, 1998. "Guilty by Association? The Case of The Karin B Scare," European Journal of Law and Economics, Springer, vol. 5(1), pages 5-12, January.
  71. Ahmad Al-Kandari & Kholoud Al-Roumi & Meshal K. AlRoomy, 2023. "COVID-19’s Impacts on the Kuwaiti Stock Market’s Performance," International Journal of Business and Management, Canadian Center of Science and Education, vol. 16(5), pages 122-122, February.
  72. Fareiny Morni & Erimalida Yazi, 2021. "Stock Market Reaction to Political Regime Change in Malaysia," Capital Markets Review, Malaysian Finance Association, vol. 29(2), pages 1-11.
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