IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Measuring security price performance"

by Brown, Stephen J. & Warner, Jerold B.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Gene C. Lai & Keith M. Moore & Henry R. Oppenheimer, 2006. "Shall One Invest in Cancelled Targets after the Termination of Mergers and Acquisitions?," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 93-110, August.
  2. A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. Bartsch, Elga, 1997. "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers 822, Kiel Institute for the World Economy (IfW).
  4. Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, EconWPA.
  5. Chan-Lau, Jorge A., 2002. "Corporate restructuring in Japan: an event-study analysis," Japan and the World Economy, Elsevier, vol. 14(4), pages 367-377, December.
  6. Eckel, Catherine & Eckel, Doug & Singal, Vijay, 1997. "Privatization and efficiency: Industry effects of the sale of British Airways," Journal of Financial Economics, Elsevier, vol. 43(2), pages 275-298, February.
  7. Carl Lin, 2011. "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers 2011/17, Institut d'Economia de Barcelona (IEB).
  8. Dan Bernhardt & J. Fiona Robertson & Ray Farrow, 1994. "Testing Dividend Signalling Models," Working Papers 895, Queen's University, Department of Economics.
  9. Kim, Dong H. & Stock, Duane, 2012. "Impact of the TARP financing choice on existing preferred stock," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1121-1142.
  10. Ercan Balaban & Charalambos Th. Constantinou, 2006. "Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions," The European Journal of Finance, Taylor & Francis Journals, vol. 12(5), pages 449-453.
  11. Attiya Y. Javid, 2007. "Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms," Finance Working Papers 22199, East Asian Bureau of Economic Research.
  12. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors Under Stress; Evidence from India," IMF Working Papers 13/122, International Monetary Fund.
  13. Charles O. Manasseh & Chukwuka Kenneth Ozuzu & Jonathan E. Ogbuabor, 2016. "Semi Strong Form Efficiency Test of the Nigerian Stock Market: Evidence from Event Study Analysis of Bonus Issues," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1474-1490.
  14. G. Geoffrey Booth & Juha-Pekka Kallunki & Teppo Martikainen, 1998. "Delayed price response to the announcements of earnings and its components in Finland," European Accounting Review, Taylor & Francis Journals, vol. 6(3), pages 377-392.
  15. Farag, Hisham, 2015. "The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 190-199.
  16. Owen, Sian & Yawson, Alfred, 2015. "R&D intensity, cross-border strategic alliances, and valuation effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 1-17.
  17. Molin, Johan, 1996. "Shareholder gains from equity private placements: Evidence from the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance 101, Stockholm School of Economics.
  18. Godlewski, Christophe J., 2015. "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 1-17.
  19. Daunfeldt, Sven-Olov, 2005. "Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden," HUI Working Papers 3, HUI Research.
  20. Christophe J. Godlewski & Bulat Sanditov, 2015. "Financial institution network and the certification value of bank loans," Post-Print hal-01273237, HAL.
  21. António Martins & Ana Serra, 2011. "Market impact of international sporting and cultural events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 382-416, October.
  22. Gunther Capelle-Blancard & Nicolas Couderc, 2005. "What drives the market value of firms in the Defense industry ?," Cahiers de la Maison des Sciences Economiques bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006.
  23. Kryzanowski, Lawrence & Mohsni, Sana, 2010. "Capital returns, costs and EVA for Canadian firms," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 256-273, December.
  24. Stelios Katranidis & Theodore Panagiotidis & Costas Zontanos, 2012. "An evaluation of the Greek Universities Economics Departments," Discussion Paper Series 2012_01, Department of Economics, University of Macedonia, revised Jan 2012.
  25. Andreas Freytag & Dirk Schiereck & Thomas W. Thomas, 2005. "Consolidation and Market Power of Energy Utilities - The case of US-American and German Utility Takeovers," Jenaer Schriften zur Wirtschaftswissenschaft 07/2005, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät.
  26. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
  27. Norden, Lars & Weber, Martin, 2004. "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2813-2843, November.
  28. Espenlaub, S. & Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2002. "Lock-In Agreements in Venture Capital Backed UK IPOs," Discussion Paper 2002-46, Tilburg University, Center for Economic Research.
  29. Sabri Boubaker & Alexis Cellier & Wael Rouatbi, 2014. "The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders," Post-Print hal-01155449, HAL.
  30. Yan Zeng & Josie McLaren, 2015. "The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 137-173, July.
  31. Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014. "Can firms learn by observing? Evidence from cross-border M&As," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 202-215.
  32. Arora, Seema, 2000. "Green and Competitive? Evidence from the Stock Market," Research Papers 1650, Stanford University, Graduate School of Business.
  33. Varma, Jayanth R. & Barua, Samir K., . "Estimation Errors and Time Varying Betas in Event Studies - A New Approach," IIMA Working Papers WP1988-07-01_00835, Indian Institute of Management Ahmedabad, Research and Publication Department.
  34. Maher, Daniela & Parikh, Anokhi, 2011. "Short-term under/overreaction, anticipation or uncertainty avoidance? Evidence from India," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 560-584, October.
  35. Augusto Castillo R., 2001. "Long-Run Performance Of Stock Returns Following Junk Bond Offerings," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 95-129.
  36. Khan, Zazy, 2015. "Activist Hedge Funds: Evidence from the Recent Financial Crisis," MPRA Paper 72025, University Library of Munich, Germany, revised 27 May 2016.
  37. Piet Eichholtz & Nils Kok, 2008. "How Does the Market for Corporate Control Function for Property Companies?," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 141-163, February.
  38. Fabia Aparecida de Carvalho & Cyntia F. Azevedo, 2008. "The incidence of reserve requirements in Brazil: Do bank stockholders share the burden?," Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 61-90, May.
  39. Panagiotis Fotis & Michael Polemis & Nikolaos Zevgolis, 2011. "Robust Event Studies for Derogation from Suspension of Concentrations in Greece during the Period 1995–2008," Journal of Industry, Competition and Trade, Springer, vol. 11(1), pages 67-89, March.
  40. Uri Benzion & Tchai Tavor & Joseph Yagil, 2010. "Information technology and its impact on stock returns and trading volume," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 247-262.
  41. Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt, 2013. "Are extreme returns priced in the stock market? European evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3401-3411.
  42. Malcolm Baker & Jeffrey Wurgler, 2003. "A Catering Theory of Dividends," NBER Working Papers 9542, National Bureau of Economic Research, Inc.
  43. Davies, Ryan J. & Kim, Sang Soo, 2009. "Using matched samples to test for differences in trade execution costs," Journal of Financial Markets, Elsevier, vol. 12(2), pages 173-202, May.
  44. Black, Bernard & Kim, Woochan, 2011. "The effect of board structure on firm value: a multiple identification strategies approach using Korean data," MPRA Paper 40283, University Library of Munich, Germany.
  45. Lucena, Pierre & Figueiredo, Antonio Carlos, 2008. "Prevendo retornos de ações atrasvés de movimentos passados: uma modificação no Modelo de Grinblatt e Moskowitz
    [Predicting stock returns through past movements: a modification of Grinblatt and Mosk
    ," MPRA Paper 38128, University Library of Munich, Germany.
  46. Cowan, Arnold R. & Sergeant, Anne M. A., 2001. "Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 741-765, April.
  47. Keith K.W. Chan & Damien W. McColough & Michael T. Skully, 1993. "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Australian Journal of Management, Australian School of Business, vol. 18(1), pages 41-62, June.
  48. Ronald Bremer & Bonnie Buchanan & Philip English, 2011. "The advantages of using quarterly returns for long-term event studies," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 491-516, May.
  49. Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014. "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(2), pages 26, April.
  50. Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014. "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers 2014-353, Department of Research, Ipag Business School.
  51. Eliana Balla & Robert E. Carpenter & Breck L. Robinson, 2010. "Assessing the effectiveness of the Paulson "teaser freezer" plan: evidence from the ABX index," Working Paper 10-06, Federal Reserve Bank of Richmond.
  52. Robert L. Conn & Andy Cosh & Paul M. Guest & Alan Hughes, 2005. "The Impact on UK Acquirers of Domestic, Cross-border, Public and Private Acquisitions," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5-6), pages 815-870.
  53. Gugler, Klaus & Yurtoglu, B. Burcin, 2003. "Corporate governance and dividend pay-out policy in Germany," European Economic Review, Elsevier, vol. 47(4), pages 731-758, August.
  54. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015. "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, vol. 116(3), pages 526-547.
  55. David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1994. "Market Underreaction to Open Market Share Repurchases," NBER Working Papers 4965, National Bureau of Economic Research, Inc.
  56. Abdourahmane Diaw, 2011. "The effect of mergers and acquisitions on shareholder wealth: the case of European banks
    [L'effet des fusions et acquisitions sur la richesse des actionnaires: le cas des banques européennes]
    ," Post-Print hal-01184673, HAL.
  57. Mohammad G. Robbani & Rafiqul Bhuyan, 2010. "Re-stating financial statements and its reaction in financial market: Evidence from Canadian stock market," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 18(3), pages 188-197, September.
  58. Rodrigo Saens & Eduardo Sandoval, 2005. "Measuring Security Price Performance Using Chilean Daily Stock Returns: The Event Study Method," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(126), pages 307-328.
  59. Patro, Dilip K. & Wald, John K., 2005. "Firm characteristics and the impact of emerging market liberalizations," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1671-1695, July.
  60. Martin, Kenneth J. & Thomas, Randall S., 2005. "When is enough, enough? Market reaction to highly dilutive stock option plans and the subsequent impact on CEO compensation," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 61-83, March.
  61. Robert M. Hull & Sungkyu Kwak & Rosemary L. Walker, 2010. "Insider signaling and seasoned equity offerings," Managerial Finance, Emerald Group Publishing, vol. 36(8), pages 703-721, August.
  62. Ehrhardt, Olaf & Koerstein, Ralf, 1999. "Die Simulation langfristiger Überrenditen," SFB 373 Discussion Papers 1999,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  63. Sercu, Piet & Wu, Xueping, 2000. "Cross- and delta-hedges: Regression- versus price-based hedge ratios," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 735-757, May.
  64. Rodrigo Saens, 1999. "Premia In Emerging Market Adr Prices:Evidence From Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 2(1), pages 51-70.
  65. Imbierowicz, Björn & Wahrenburg, Mark, 2013. "Wealth transfer effects between stockholders and bondholders," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 23-43.
  66. Thomas Kirchmaier, 2003. "The Performance Effects of European Demergers," CEP Discussion Papers dp0566, Centre for Economic Performance, LSE.
  67. Barbopoulos, Leonidas & Sudarsanam, Sudi, 2012. "Determinants of earnout as acquisition payment currency and bidder’s value gains," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 678-694.
  68. Gerhard Kling, 2006. "Does the merger paradox exist even without any regulations? Evidence from Germany in the pre-1914 period," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 33(5), pages 315-328, December.
  69. Liu, Shinhua, 2011. "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, vol. 63(2), pages 152-165, March.
  70. Fields, L. Paige & Fraser, Donald R. & Kolari, James W., 2007. "Bidder returns in bancassurance mergers: Is there evidence of synergy?," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3646-3662, December.
  71. Michael J. Fleming, 1995. "New evidence on the effectiveness of the proxy mechanism," Research Paper 9503, Federal Reserve Bank of New York.
  72. Joaquín Cañón-de-Francia & Concepción Garcés-Ayerbe, 2009. "ISO 14001 Environmental Certification: A Sign Valued by the Market?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(2), pages 245-262, October.
  73. repec:hhs:bofitp:2014_021 is not listed on IDEAS
  74. Finnerty, John D. & Miller, Cameron D. & Chen, Ren-Raw, 2013. "The impact of credit rating announcements on credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2011-2030.
  75. Brealey, R. A. & Kaplanis, E., 2004. "The impact of IMF programs on asset values," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 253-270, March.
  76. Sumiko Takaoka, 2006. "Product Defects and the Value of the Firm in Japan: The Impact of the Product Liability Law," The Journal of Legal Studies, University of Chicago Press, vol. 35(1), pages 61-84, 01.
  77. McManus, Ginette & Saint-Pierre, Jacques & Domonkos, John, 1995. "Formal strategic planning, informedness and firm performance: An empirical investigation," Global Finance Journal, Elsevier, vol. 6(1), pages 47-63.
  78. Lübbers, Thorsten, 2008. "Shareholder value mining: Wealth effects of takeovers in German coal mining, 1896-1913," Explorations in Economic History, Elsevier, vol. 45(4), pages 462-476, September.
  79. Deborah L. Swenson, 1993. "Foreign Mergers and Acquisitions in the United States," NBER Chapters, in: Foreign Direct Investment, pages 255-284 National Bureau of Economic Research, Inc.
  80. Amarnath Ananthanarayanan, 1998. "Is There A Green Link A Panel Data Value Event Study Of The Relationship Between Capital Markets And Toxic Releases," Departmental Working Papers 199818, Rutgers University, Department of Economics.
  81. Rapp, Marc Steffen & Schellong, Daniel A. & Schmidt, Maximilian & Wolff, Michael, 2010. "Considering the shareholder perspective: value-based management systems and stock market performance," CEFS Working Paper Series 2010-09, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  82. 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.
  83. Benjamin Esty & Bhanu Narasimhan & Peter Tufano, 1996. "Interest Rate Exposure and Bank Mergers: A Preliminary Empirical Analysis," Center for Financial Institutions Working Papers 96-45, Wharton School Center for Financial Institutions, University of Pennsylvania.
  84. Christophe Godlewski & Rima Turk Ariss & Laurent Weill, 2014. "Do the Type of Sukuk and Choice of Shari'a Scholar Matter?," IMF Working Papers 14/147, International Monetary Fund.
  85. Robert S. Harris & Julian Franks & Colin Mayer, 1987. "Means of Payment in Takeovers: Results for the U.K. and U.S," NBER Working Papers 2456, National Bureau of Economic Research, Inc.
  86. Haidan Li & Morton Pincus & Sonja Olhoft Rego, 2008. "Market Reaction to Events Surrounding the Sarbanes-Oxley Act of 2002 and Earnings Management," Journal of Law and Economics, University of Chicago Press, vol. 51(1), pages 111-134, 02.
  87. Bhattacharjee, Sudip & Gopal, Ram D & Lertwachara, Kaveepan & Marsden, James R, 2006. "Impact of Legal Threats on Online Music Sharing Activity: An Analysis of Music Industry Legal Actions," Journal of Law and Economics, University of Chicago Press, vol. 49(1), pages 91-114, April.
  88. Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012. "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
  89. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
  90. William Anderson, 2000. "Risk and the National Industrial Recovery Act: An Empirical Evaluation," Public Choice, Springer, vol. 103(1), pages 139-161, April.
  91. Demirer, RIza & Kutan, Ali M., 2010. "The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective," Energy Economics, Elsevier, vol. 32(6), pages 1467-1476, November.
  92. Kenneth Carow & Dianne Roden, 1998. "Determinants of the stock price reaction to leveraged buyouts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(1), pages 37-47, March.
  93. Agrawal, Anup & Jaffe, Jeffrey F., 1995. "Does Section 16b deter insider trading by target managers?," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 295-319.
  94. Chung, Kee H. & Wright, Peter & Charoenwong, Charlie, 1998. "Investment opportunities and market reaction to capital expenditure decisions," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 41-60, January.
  95. Robert Battalio & Andrew Ellul & Robert Jennings, 2005. "Reputation effects in trading on the New York Stock Exchange," LSE Research Online Documents on Economics 24659, London School of Economics and Political Science, LSE Library.
  96. Devaney, Michael, 2012. "Financial crisis, REIT short-sell restrictions and event induced volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 219-226.
  97. Berk, Istemi & Rauch, Jannes, 2016. "Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?," Energy Economics, Elsevier, vol. 54(C), pages 337-348.
  98. Lopatta, Kerstin & Kaspereit, Thomas, 2014. "The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi," Energy Economics, Elsevier, vol. 41(C), pages 125-136.
  99. Leyuan You and Brian Lucey, 2008. "An Empirical Study of Multiple Listings," The Institute for International Integration Studies Discussion Paper Series iiisdp273, IIIS.
  100. Luís Pacheco, 2012. "Moody’S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 68-83, June.
  101. repec:bof:bofrdp:urn:nbn:fi:bof-201508211366 is not listed on IDEAS
  102. Sascha Wilkens & Jens Wimschulte, 2005. "Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(1), pages 61-98, June.
  103. Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila, 2016. "Do rating grades convey important information: German evidence?," Economic Modelling, Elsevier, vol. 53(C), pages 334-344.
  104. Mirkov, Nikola & Pozdeev, Igor & Soderlind, Paul, 2016. "Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions," Working Papers on Finance 1614, University of St. Gallen, School of Finance.
  105. Bonaimé, Alice Adams & Öztekin, Özde & Warr, Richard S., 2014. "Capital structure, equity mispricing, and stock repurchases," Journal of Corporate Finance, Elsevier, vol. 26(C), pages 182-200.
  106. Kaketsis, Asimakis & Sarantis, Nicholas, 2006. "The effects of monetary policy changes on market interest rates in Greece: An event study approach," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 487-504.
  107. Kaplanski, Guy & Levy, Haim, 2010. "Sentiment and stock prices: The case of aviation disasters," Journal of Financial Economics, Elsevier, vol. 95(2), pages 174-201, February.
  108. Malmendier, Ulrike M. & Tate, Geoffrey, 2003. "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," Research Papers 1798, Stanford University, Graduate School of Business.
  109. Cross, Benjamin W. & Pruitt, Stephen W., 2013. "Dark Knights Rising: The Aurora Theater and Newtown School Massacres and Shareholder Wealth," Journal of Criminal Justice, Elsevier, vol. 41(6), pages 452-457.
  110. Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
  111. Mathew, Prem G., 2002. "Long-horizon seasoned equity offerings performance in Pacific Rim markets," Review of Financial Economics, Elsevier, vol. 11(4), pages 317-333.
  112. Adams, John C. & Mansi, Sattar A., 2009. "CEO turnover and bondholder wealth," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 522-533, March.
  113. Kenneth Carow & Dianne Roden, 1997. "Determinants of the stock price reaction to leveraged buyouts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 21(3), pages 49-59, September.
  114. Maximilian A. Müller & Denis Schweizer & Volker Seiler, 2016. "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Journal of Business Ethics, Springer, vol. 138(4), pages 627-648, November.
  115. Ken B. Cyree & Ramon P. DeGennaro, 2001. "A generalized method for detecting abnormal returns and changes in systematic risk," FRB Atlanta Working Paper 2001-8, Federal Reserve Bank of Atlanta.
  116. Poon, Winnie P.H. & Chan, Kam C., 2008. "An empirical examination of the informational content of credit ratings in China," Journal of Business Research, Elsevier, vol. 61(7), pages 790-797, July.
  117. George Diacogiannis & Nikolaos Patsalis & Nickolaos Tsangarakis & Emanuel Tsiritakis, 2005. "Price limits and overreaction in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 53-61.
  118. G. Jud & Daniel Winkler, 2006. "The Announcement Effect of an Airport Expansion on Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 91-103, September.
  119. Wang, Chi-Feng & Chen, Li-Yu & Chang, Shao-Chi, 2011. "International diversification and the market value of new product introduction," Journal of International Management, Elsevier, vol. 17(4), pages 333-347.
  120. Hansson, Fredrik & Rüdow Fors, Erik, 2009. "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics 365, University of Gothenburg, Department of Economics.
  121. Harriott, John & Hatfield, Gay & Walker, M. Mark, 1997. "The effect of the US-Canada free trade agreement on the US banking market," Journal of Multinational Financial Management, Elsevier, vol. 7(2), pages 145-157, June.
  122. Atkas, Nihat & Bodt, Eric de & Roll, Richard, 2001. "Market Response to European Regulation," University of California at Los Angeles, Anderson Graduate School of Management qt0qc9p8gf, Anderson Graduate School of Management, UCLA.
  123. Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012. "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 119-127.
  124. M. S. B. Aw & R. A. Chatterjee, 2004. "The performance of UK firms acquiring large cross-border and domestic takeover targets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 337-349.
  125. Wilson, Christine A. & Featherstone, Allen M., 2002. "The Effects Of Food Safety Issues On Diversifiable And Nondiversifiable Agribusiness Risk," 2002 Annual meeting, July 28-31, Long Beach, CA 19678, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  126. António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," FEP Working Papers 240, Universidade do Porto, Faculdade de Economia do Porto.
  127. Thi-Hong-Hanh Pham, 2014. "Energy management systems and market value: Is there a link?," Working Papers hal-01012096, HAL.
  128. Nelson, James M., 2006. "The "CalPERS effect" revisited again," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 187-213, January.
  129. McGuire, Stephen J. & Dilts, David M., 2008. "The financial impact of standard stringency: An event study of successive generations of the ISO 9000 standard," International Journal of Production Economics, Elsevier, vol. 113(1), pages 3-22, May.
  130. Willard, Kristen L & Guinnane, Timothy W & Rosen, Harvey S, 1996. "Turning Points in the Civil War: Views from the Greenback Market," American Economic Review, American Economic Association, vol. 86(4), pages 1001-18, September.
  131. Elshahat, A. & Parhizgari, Ali & Hong, Liang, 2012. "The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation Institutions," Journal of Economics and Business, Elsevier, vol. 64(1), pages 90-104.
  132. Patrick L. Brockett & Hwei-Mei CHEN & James R. GARVEN, 1995. "Event Study Methodology: A New And Stochastically Flexible Approach," Risk and Insurance 9507001, EconWPA.
  133. Abu Towhid Muhammad Shaker, 2014. "The Equity Performance of U.S. Firms Emerging from Chapter 11 Bankruptcy," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 4(1), pages 19-30, January.
  134. Meinshausen, Steffen & Schiereck, Dirk, 2011. "Dressed to merge — small fits fine: M&A success in the fashion and accessories industry," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 283-291.
  135. Josef Anton Schuster, 2003. "The cross-section of European IPO returns," LSE Research Online Documents on Economics 24859, London School of Economics and Political Science, LSE Library.
  136. Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay, 1998. "Asset pricing in segmented capital markets: Preliminary evidence from China-domiciled companies," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 307-319, August.
  137. Lie, Erik, 2005. "Operating performance following dividend decreases and omissions," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 27-53, December.
  138. John M. Abowd & George T. Milkovich & John M. Hannon, 1989. "The Effects of Human Resource Management Decisions on Shareholder Value," NBER Working Papers 3148, National Bureau of Economic Research, Inc.
  139. Renneboog, L.D.R. & Szilagyi, P.G., 2006. "How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards," Discussion Paper 2006-55, Tilburg University, Center for Economic Research.
  140. Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1997. "Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-004, New York University, Leonard N. Stern School of Business-.
  141. Manuela Jr., Wilfred S. & Rhoades, Dawna L. & Curtis, Tamilla, 2016. "An analysis of Delta Air Lines' oil refinery acquisition," Research in Transportation Economics, Elsevier, vol. 56(C), pages 50-63.
  142. Elliott, William B. & Koëter-Kant, Johanna & Warr, Richard S., 2008. "Market timing and the debt-equity choice," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 175-197, April.
  143. Lidén, Erik R., 2003. "Swedish Stock Recommendations: Information Content or Price Pressure?," Working Papers in Economics 98, University of Gothenburg, Department of Economics, revised 19 Sep 2003.
  144. J. Cable & K. Holland, 1999. "Modelling normal returns in event studies: a model-selection approach and pilot study," The European Journal of Finance, Taylor & Francis Journals, vol. 5(4), pages 331-341.
  145. Adams, Greg & McQueen, Grant & Seawright, Kristie, 1999. "Revisiting the stock price impact of quality awards," Omega, Elsevier, vol. 27(6), pages 595-604, December.
  146. Sriram Thirumalai & Kingshuk K. Sinha, 2011. "Product Recalls in the Medical Device Industry: An Empirical Exploration of the Sources and Financial Consequences," Management Science, INFORMS, vol. 57(2), pages 376-392, February.
  147. repec:dau:papers:123456789/5922 is not listed on IDEAS
  148. Maul, D. & Schiereck, D., 2016. "The bond event study methodology since 1974," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 80723, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  149. Liu, Shinhua, 2011. "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, vol. 63(2), pages 152-165.
  150. Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006. "The price impact of rating announcements: which announcements matter?," BIS Working Papers 207, Bank for International Settlements.
  151. You, Leyuan & Lucey, Brian M. & Shu, Yan, 2013. "An empirical study of multiple direct international listings," Global Finance Journal, Elsevier, vol. 24(1), pages 69-84.
  152. Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2015. "Does the type of debt matter? Stock market perception in Europe," Research Discussion Papers 19/2015, Bank of Finland.
  153. Lytle, Laurian Casson & Joy, O. Maurice, 1996. "The Stock market impact of social pressure: The South African divestment case," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 507-527.
  154. Yaseen Alhaj-Yaseen, 2013. "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 274-292, April.
  155. Fabian Homberg & Katja Rost & Margit Osterloh, 2009. "Do synergies exist in related acquisitions? A meta-analysis of acquisition studies," Review of Managerial Science, Springer, vol. 3(2), pages 75-116, July.
  156. Augusto Castillo, 2004. "The announcement effect of bond and equity issues: evidence from Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 31(2 Year 20), pages 177-205, December.
  157. Liu, Shinhua, 2006. "The impacts of index rebalancing and their implications: Some new evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(3), pages 246-269, July.
  158. Datta, Sudip & Iskandar-Datta, Mai & Raman, Kartik, 2003. "Value creation in corporate asset sales: The role of managerial performance and lender monitoring," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 351-375, February.
  159. Adaoglu, Cahit, 2006. "Market reaction to "unsweetened" and "sweetened" rights offerings in an emerging European stock market," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 249-268, July.
  160. Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu, 2013. "Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 379-401.
  161. Saty Patrabansh & William M. Doerner & Samuel Asin, 2014. "The Effects of Monetary Policy on Mortgage Rates," Staff Working Papers 14-02, Federal Housing Finance Agency.
  162. Liebmann, Michael & Orlov, Alexei G. & Neumann, Dirk, 2016. "The tone of financial news and the perceptions of stock and CDS traders," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 159-175.
  163. Luís M. S. Coelho & Rúben M. T. Peixinho & Siri Terjensen, 2012. "Going concern opinions are not bad news: Evidence from industry rivals," Working Papers Department of Economics 2012/16, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  164. Masulis, Ronald W. & Wang, Cong & Xie, Fei, 2012. "Globalizing the boardroom—The effects of foreign directors on corporate governance and firm performance," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 527-554.
  165. Werner Neus & Andreas Walter, 2009. "Kursgewinne durch Entlassungspläne? Erste Ergebnisse aus Deutschland," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(1), pages 1-20, 02.
  166. Barbopoulos, Leonidas G. & Molyneux, Phil & Wilson, John O.S., 2016. "Earnout financing in the financial services industry," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 119-132.
  167. Beverly Hirtle, 2003. "Stock market reaction to financial statement certification by bank holding company CEOs," Staff Reports 170, Federal Reserve Bank of New York.
  168. Athanassakos, George & Schnabel, Jacques A., 1996. "Stockholder wealth effects of Eurobond financing: A Canadian perspective," Global Finance Journal, Elsevier, vol. 7(2), pages 191-208.
  169. Fuller, Kathleen P. & Goldstein, Michael A., 2011. "Do dividends matter more in declining markets?," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 457-473, June.
  170. Moshfique Uddin & Agyenim Boateng, 2009. "An analysis of short-run performance of cross-border mergers and acquisitions: Evidence from the UK acquiring firms," Review of Accounting and Finance, Emerald Group Publishing, vol. 8(4), pages 431-453, November.
  171. Seung Han & Yoon Shin & Walter Reinhart & William Moore, 2009. "Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(2), pages 141-166, April.
  172. Opitz, Alexander, 2015. "Democratic prospects in Imperial Russia: The revolution of 1905 and the political stock market," Hohenheim Discussion Papers in Business, Economics and Social Sciences 15-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  173. James M. Mahoney & Chamu Sundaramurthy & Joseph T. Mahoney, 1995. "The differential impact on stockholder wealth of various antitakeover provisions," Research Paper 9512, Federal Reserve Bank of New York.
  174. Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 665-694, May.
  175. Albert, Robert Jr. & Smaby, Timothy R. & David Robison, H., 1997. "Short selling and trading abuses on Nasdaq," Financial Services Review, Elsevier, vol. 6(1), pages 27-39.
  176. Kohli, Reena & Mann, Bikram Jit Singh, 2013. "Analyzing the likelihood and the impact of earnout offers on acquiring company wealth gains in India," Emerging Markets Review, Elsevier, vol. 16(C), pages 203-222.
  177. Hanrahan, Robert & Kushner, Joseph & Martinello, Felice & Masse, Isidore, 1997. "The effect of work stoppages on the value of firms in Canada," Review of Financial Economics, Elsevier, vol. 6(2), pages 151-166.
  178. Elroy Dimson & Paul Marsh, 1996. "Stress Tests of Capital Requirements," Center for Financial Institutions Working Papers 96-50, Wharton School Center for Financial Institutions, University of Pennsylvania.
  179. Kothari, S. P. & Warner, Jerold B., 1997. "Measuring long-horizon security price performance," Journal of Financial Economics, Elsevier, vol. 43(3), pages 301-339, March.
  180. W. Frame & William Lastrapes, 1998. "Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993," Journal of Financial Services Research, Springer;Western Finance Association, vol. 14(2), pages 145-163, October.
  181. Bruce Burton & A. Alasdair Lonie & David Power, 2003. "Insider trading, growth opportunities and the market reaction to new financing announcements," The European Journal of Finance, Taylor & Francis Journals, vol. 9(4), pages 301-322.
  182. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  183. Kolari, James W. & Pynnonen, Seppo, 2011. "Nonparametric rank tests for event studies," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 953-971.
  184. Tokel, O. Emre & Yucel, M. Eray, 2009. "Click to download data: an event study of Internet access to economic statistics," MPRA Paper 16833, University Library of Munich, Germany.
  185. Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015. "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE 92, Paderborn University, CIE Center for International Economics.
  186. Kulchania, Manoj, 2013. "Catering driven substitution in corporate payouts," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 180-195.
  187. Ramon P. DeGennaro & James B. Thomson, 1994. "Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund," Working Paper 9407, Federal Reserve Bank of Cleveland.
  188. Mazouz, Khelifa & Joseph, Nathan Lael & Palliere, Clement, 2009. "Stock index reaction to large price changes: Evidence from major Asian stock indexes," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 444-459, September.
  189. Venkatachalam, Mohan & Rajgopal, Shivaram & Kotha, Suresh, 2000. "Managerial Actions, Stock Returns, and Earnings: The Case of Business-to-Business Internet Firms," Research Papers 1673, Stanford University, Graduate School of Business.
  190. International Monetary Fund, 2009. "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis," IMF Working Papers 09/204, International Monetary Fund.
  191. Luca Aguzzoni & Gregor Langus & Massimo Motta, 2013. "The Effect of EU Antitrust Investigations and Fines on a Firm's Valuation," Journal of Industrial Economics, Wiley Blackwell, vol. 61(2), pages 290-338, 06.
  192. MacKinnon, Greg, 2002. "Asset sales and takeover threats," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 765-777.
  193. Ulrich Pape & Stephan Schmidt-Tank, 2005. "Liquidity Effects of Changes in a Pan-European Stock Index," Finance 0503016, EconWPA.
  194. Higgins, Matthew J. & Rodriguez, Daniel, 2006. "The outsourcing of R&D through acquisitions in the pharmaceutical industry," Journal of Financial Economics, Elsevier, vol. 80(2), pages 351-383, May.
  195. Paul-Olivier KLEIN & Laurent WEILL & Christophe J. GODLEWSKI, 2015. "How Sukuk Shapes Firm Performance," Working Papers of LaRGE Research Center 2015-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  196. Ana I. Fernández & Silvia Gómez-Ansón, 1999. "Un estudio de las Ofertas Públicas de Adquisición en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, vol. 23(3), pages 471-495, September.
  197. Ernest Biktimirov & Boya Li, 2014. "Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 95-122, January.
  198. Kallunki, Juha-Pekka, 1997. "Handling missing prices in a thinly traded stock market: implications for the specification of event study methods," European Journal of Operational Research, Elsevier, vol. 103(1), pages 186-197, November.
  199. Boardman, Anthony & Vertinsky, Ilan & Whistler, Diana, 1997. "Using information diffusion models to estimate the impacts of regulatory events on publicly traded firms," Journal of Public Economics, Elsevier, vol. 63(2), pages 283-300, January.
  200. Mirela Virgínia Perrella Scarabel & Mauro Rodrigues Júnior, 2011. "O Impacto De Mudanças De Rating Soberanosobre A Taxa De Câmbio Em Países Emergentes," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 157, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  201. Corrado, Charles J. & Truong, Cameron, 2008. "Conducting event studies with Asia-Pacific security market data," Pacific-Basin Finance Journal, Elsevier, vol. 16(5), pages 493-521, November.
  202. Oliver Ebneth & Ludwig Theuvsen, 2007. "Large mergers and acquisitions of European brewing groups-event study evidence on value creation," Agribusiness, John Wiley & Sons, Ltd., vol. 23(3), pages 377-406.
  203. Marie-Anne Cam & Vikash Ramiah, 2014. "The influence of systematic risk factors and econometric adjustments in catastrophic event studies," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 171-189, February.
  204. Maher Kooli & Jean-Marc Suret, 2001. "The Aftermarket Performance of Initial Public Offerings in Canada," CIRANO Working Papers 2001s-52, CIRANO.
  205. Bargeron, Leonce & Kulchania, Manoj & Thomas, Shawn, 2011. "Accelerated share repurchases," Journal of Financial Economics, Elsevier, vol. 101(1), pages 69-89, July.
  206. Cormier, Denis & Magnan, Michel & Morard, Bernard, 1996. "Le coût implicite de la pollution industrielle imputé aux entreprises," L'Actualité Economique, Société Canadienne de Science Economique, vol. 72(2), pages 149-172, juin.
  207. Kelly, Bryan & Ljungqvist, Alexander P., 2009. "Testing Asymmetric-Information Asset Pricing Models," CEPR Discussion Papers 7180, C.E.P.R. Discussion Papers.
  208. Brockett, P. L., & Chen, H. M. & J. R. Garven, . "Event Study Methodology: A New and Stochastically Flexible Approach," Working Papers 003, Risk and Insurance Archive.
  209. Muhtaseb, Majed R. & Philippatos, George C., 1995. "Shareholder wealth effects of common stock offerings," Global Finance Journal, Elsevier, vol. 6(2), pages 175-193.
  210. repec:hhs:bofrdp:2015_019 is not listed on IDEAS
  211. Burnett, John E. & Carroll, Carolyn & Thistle, Paul, 1995. "Implications of multiple structural changes in event studies," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(4), pages 467-480.
  212. Dimitris Chronopoulos & Claudia Girardone & John Nankervis, 2013. "How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(3), pages 243-263, June.
  213. Phillip McKnight & Anthony Lowrie & Chris Coles, 2002. "Investor Reactions, Social Implications and Layoff Announcements in the UK: A Comparison between Periods," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 6(1), pages 83-100, March.
  214. Massier, Philipp & Römer, Daniel, 2012. "On the Obligation to Provide Environmental Information in the 21st Century – Empirical Evidence from Germany," Working Papers 0524, University of Heidelberg, Department of Economics.
  215. Dragan Ilic & Janick Christian Mollet, 2016. "Voluntary Corporate Climate Initiatives and Regulatory Loom: Batten Down the Hatches," CER-ETH Economics working paper series 16/261, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  216. Huang, Xuan & An, Haizhong & Fang, Wei & Gao, Xiangyun & Wang, Lijun & Sun, Xiaoqi, 2016. "Impact assessment of international anti-dumping events on synchronization and comovement of the Chinese photovoltaic stocks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 459-469.
  217. K. Chau & S. Wong & C. Yiu & Maurice Tse & Frederik Pretorius, 2010. "Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 40(4), pages 480-496, May.
  218. 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.
  219. Andre, P. & Mathieu, R. & Zhang, P., 2001. "A note on: Capital adequacy and the information content of term loans and lines of credit," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 431-444, February.
  220. Luís M.S. Coelho & Ruben M.T. Peixinho & Siri Terjensen, 2011. "The intraindustry effects of going concern audit reports," CEFAGE-UE Working Papers 2011_23, University of Evora, CEFAGE-UE (Portugal).
  221. Achleitner, Ann-Kristin & Andres, Christian & Betzer, André & Weir, Charlie, 2008. "Economic consequences of private equity investments on the German stock market," CEFS Working Paper Series 2008-05, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  222. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
  223. Scholtens, Bert & Wagenaar, Robert, 2011. "Revisions of international firms’ energy reserves and the reaction of the stock market," Energy, Elsevier, vol. 36(5), pages 3541-3546.
  224. 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.
  225. Lin, Sharon Xiaowen & Tamvakis, Michael, 2010. "OPEC announcements and their effects on crude oil prices," Energy Policy, Elsevier, vol. 38(2), pages 1010-1016, February.
  226. Szilagyi, P.G., 2007. "Corporate governance and the agency costs of debt and outside equity," Other publications TiSEM 9520d40a-224f-43a8-9bf9-b, Tilburg University, School of Economics and Management.
  227. Robert Schweitzer, 1989. "How do stock returns react to special events?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 17-29.
  228. Lublóy, Ágnes & Tóth, Eszter, 2010. "A közép-kelet-európai bankfúziók eredményessége
    [The success of the bank mergers in Central Eastern Europe]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 37-58.
  229. Sun, Xing & Zhang, Daowei, 2011. "An event analysis of industrial timberland sales on shareholder values of major U.S. forest products firms," Forest Policy and Economics, Elsevier, vol. 13(5), pages 396-401, June.
  230. Stratmann, Thomas & Welborn, John W., 2016. "Informed short selling, fails-to-deliver, and abnormal returns," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 81-102.
  231. Aktas, Nihat & de Bodt, Eric & Cousin, Jean-Gabriel, 2007. "Event studies with a contaminated estimation period," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 129-145, March.
  232. Barber, Brad M. & Lyon, John D., 1997. "Detecting long-run abnormal stock returns: The empirical power and specification of test statistics," Journal of Financial Economics, Elsevier, vol. 43(3), pages 341-372, March.
  233. Dragan Ili? & Janick Christian Mollet, 2015. "Voluntary Corporate Climate Initiatives and Regulatory Loom: Batten Down the Hatches," Working papers 2015/06, Faculty of Business and Economics - University of Basel.
  234. Angel, James J. & Harris, Jeffrey H. & Panchapagesan, Venkatesh & Werner, Ingrid, 2004. "From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings," Working Paper Series 2004-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  235. Scott Walker, 2015. "Repeated Dividend Increases: A Collection of Four Essays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 17.
  236. repec:hal:journl:halshs-00115655 is not listed on IDEAS
  237. Marco Stringa & Allan Monks, 2007. "Inter-industry contagion between UK life insurers and UK banks: an event study," Bank of England working papers 325, Bank of England.
  238. Javid, Attiya Yasmin, 2009. "The Response of the Pakistani Stock market to a Cataclysmic Event," MPRA Paper 37565, University Library of Munich, Germany.
  239. Sagi Akron, 2013. "Market Reaction Implications of the Composition of SEO Packages on the Tel Aviv Stock Exchange," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S1), pages 77-93, January.
  240. Blau, Benjamin M. & Fuller, Kathleen P., 2008. "Flexibility and dividends," Journal of Corporate Finance, Elsevier, vol. 14(2), pages 133-152, April.
  241. Autore, Don M. & Billingsley, Randall S. & Schneller, Meir I., 2009. "Information uncertainty and auditor reputation," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 183-192, February.
  242. Jan Bartholdy & Dennis Olson & Paula Peare, 2007. "Conducting Event Studies on a Small Stock Exchange," The European Journal of Finance, Taylor & Francis Journals, vol. 13(3), pages 227-252.
  243. Burns, Richard & Erwin, Gayle & Messina, Frank & Nail, Lance, 1998. "Value creation in bundling utility mergers: A corporate focus anomaly," Journal of Energy Finance & Development, Elsevier, vol. 3(2), pages 185-192.
  244. Elena Kalotychou & Eli Remolona & Eliza Wu, 2014. "What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market," Working Papers 072014, Hong Kong Institute for Monetary Research.
  245. Onali, Enrico & Ginesti, Gianluca, 2015. "New Accounting Rules for Loan Loss Provisions in Europe: Much Ado about Nothing?," MPRA Paper 64266, University Library of Munich, Germany, revised 10 May 2015.
  246. Kwang-Won Lee & Ian Sharpe, 2009. "Does a Bank’s Loan Screening and Monitoring Matter?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(1), pages 33-52, February.
  247. Kohli, Reena & Mann, Bikram Jit Singh, 2012. "Analyzing determinants of value creation in domestic and cross border acquisitions in India," International Business Review, Elsevier, vol. 21(6), pages 998-1016.
  248. repec:dau:papers:123456789/15008 is not listed on IDEAS
  249. Jianyu Ma & Mingzhai Geng & Yun Chu, 2016. "Model selection for merger and acquisition analysis in Asian emerging markets," International Journal of Revenue Management, Inderscience Enterprises Ltd, vol. 9(1), pages 40-56.
  250. Hannu, Schadewitz, 1997. "Financial and nonfinancial information in interim reports: Determinants and implications," MPRA Paper 44292, University Library of Munich, Germany.
  251. Knoeber, Charles R. & Walker, Mark D., 2013. "The effect of tougher enforcement on foreign firms: Evidence from the Adelphia perp walk," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 382-394.
  252. Juha Kinnunen & Jyrki Niskanen & Eero Kasanen, 2000. "To whom are IAS earnings informative? Domestic versus foreign shareholders' perspectives," European Accounting Review, Taylor & Francis Journals, vol. 9(4), pages 499-517.
  253. John Jackson & Audrey Kline & Sarah Skinner, 2006. "The Impact of Non-Normality and Misspecification on Merger Event Studies," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 13(2), pages 247-264.
  254. Yuan Chen & Michael Young, 2010. "Cross-border mergers and acquisitions by Chinese listed companies: A principal–principal perspective," Asia Pacific Journal of Management, Springer, vol. 27(3), pages 523-539, September.
  255. Slovin, Myron B. & Sushka, Marie E., 1998. "The economics of parent-subsidiary mergers:: an empirical analysis," Journal of Financial Economics, Elsevier, vol. 49(2), pages 255-279, August.
  256. Heyder, Matthias & Ebneth, Oliver & Theuvsen, Ludwig, 2008. "Financial Market Reactions To International Mergers & Acquisitions In The Brewing Industry: An Event Study Analysis," 47th Annual Conference, Weihenstephan, Germany, September 26-28, 2007 7610, German Association of Agricultural Economists (GEWISOLA).
  257. Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin, 2015. "Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities," Energy Economics, Elsevier, vol. 51(C), pages 560-569.
  258. Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos, 2013. "Empirical mergers and acquisitions research: a review of methods, evidence and managerial implications," Chapters, in: Handbook of Research Methods and Applications in Empirical Finance, chapter 12, pages 287-313 Edward Elgar Publishing.
  259. Foort, HAMELINK, 1998. "Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse," Les Cahiers de Recherche 655, HEC Paris.
  260. Cable, John & Holland, Kevin, 1999. "Regression vs. non-regression models of normal returns: implications for event studies," Economics Letters, Elsevier, vol. 64(1), pages 81-85, July.
  261. Josh Lerner, 2002. "Patent Protection and Innovation Over 150 Years," NBER Working Papers 8977, National Bureau of Economic Research, Inc.
  262. Tawil, Natalie, 1999. "Flow Control and Rent Capture in Solid Waste Management," Journal of Environmental Economics and Management, Elsevier, vol. 37(2), pages 183-201, March.
  263. Racic, Stanko, 2010. "Is Japanese management superior? Evidence from the performance of the USA targets in partial acquisitions," Journal of Multinational Financial Management, Elsevier, vol. 20(1), pages 14-34, February.
  264. Brockett, Patrick L. & Chen, Hwei-Mei & Garven, James R., 1999. "A new stochastically flexible event methodology with application to Proposition 103," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 197-217, November.
  265. Jyrki Niskanen & Juha Kinnunen & Eero Kasanen, 1998. "A note on the information content of parent company versus consolidated earnings in Finland," European Accounting Review, Taylor & Francis Journals, vol. 7(1), pages 31-40.
  266. Bartsch, Elga, 1997. "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers 822, Kiel Institute for the World Economy.
  267. Ling Chu & Robert Mathieu & Sean Robb & Ping Zhang, 2007. "Bank capitalization and lending behavior after the introduction of the Basle Accord," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 147-162, February.
  268. William P. Rogerson, 1988. "Profit Regulation of Defense Contractors and Prizes for Innovation : Theory and Evidence," Discussion Papers 759, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  269. Ulrich Erxleben & Dirk Schiereck, 2015. "Wealth creation of mergers in downturn markets," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 26(4), pages 317-345, October.
  270. Ashish Sood & Gerard J. Tellis, 2009. "Do Innovations Really Pay Off? Total Stock Market Returns to Innovation," Marketing Science, INFORMS, vol. 28(3), pages 442-456, 05-06.
  271. Constance Phélizon, 2001. "L'impact des offres publiques sur la richesse des actionnaires : une étude des anticipations des agents selon le motif de l'acquisition," Revue d'Économie Financière, Programme National Persée, vol. 61(1), pages 139-152.
  272. Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
  273. Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005. "Mimicking Portfolios with Conditioning Information," NBER Working Papers 11020, National Bureau of Economic Research, Inc.
  274. Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, EconWPA.
  275. Ranjeeni, Kumari, 2014. "Sectoral and industrial performance during a stock market crisis," Economic Systems, Elsevier, vol. 38(2), pages 178-193.
  276. Ulrich Oberndorfer & Dirk Ulbricht & Janina Ketterer, 2007. "Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis," Ifo Working Paper Series Ifo Working Paper No. 41, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  277. Robert Hull & Sungkyu Kwak & Rosemary Walker, 2012. "Explanation for market response to seasoned equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 634-661, July.
  278. Boris Groysberg & Linda-Eling Lee & Ashish Nanda, 2008. "Can They Take It With Them? The Portability of Star Knowledge Workers' Performance," Management Science, INFORMS, vol. 54(7), pages 1213-1230, July.
  279. James Sfiridis & Alan Gelfand, 2002. "A survey of sampling-based Bayesian analysis of financial data," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(4), pages 273-291.
  280. Allen Ferrell, 2007. "Mandatory Disclosure and Stock Returns: Evidence from the Over-the-Counter Market," The Journal of Legal Studies, University of Chicago Press, vol. 36(2), pages 213-251, 06.
  281. Harris, Oneil & Madura, Jeff, 2011. "Why are proposed spinoffs withdrawn?," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 69-81, February.
  282. Zhang, Yongjie & Song, Weixin & Shen, Dehua & Zhang, Wei, 2016. "Market reaction to internet news: Information diffusion and price pressure," Economic Modelling, Elsevier, vol. 56(C), pages 43-49.
  283. Liran Einav & S. Ravid, 2009. "Stock market response to changes in movies’ opening dates," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 33(4), pages 311-319, November.
  284. Michelle L. Barnes & Shiguang Ma, 2002. "The behavior of China's stock prices in response to the proposal and approval of bonus issues," Working Papers 02-1, Federal Reserve Bank of Boston.
  285. Apostolos Dasilas & Katerina Lyroudi & Demetrios Ginoglou, 2009. "The impact of dividend initiations on Greek listed firms’ wealth and volatility across information environments," Managerial Finance, Emerald Group Publishing, vol. 35(6), pages 531-543, May.
  286. Lin, Carl, 2012. "Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike," IZA Discussion Papers 6269, Institute for the Study of Labor (IZA).
  287. Bjoern Hagendorff & Jens Hagendorff & Kevin Keasey, 2013. "The Shareholder Wealth Effects of Insurance Securitization: Preliminary Evidence from the Catastrophe Bond Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 281-301, December.
  288. Ahmad Ismail & Ian Davidson, 2005. "Further analysis of mergers and shareholder wealth effects in European banking," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 13-30.
  289. Chao Chen & Philippe Cornu, 2002. "Managerial Performance, Bid Premiums, and the Characteristics of Takeover Targets," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 67-84, May.
  290. Detzen, Dominic & Jain, Pankaj K. & Likitapiwat, Tanakorn & Rubin, Rose M., 2012. "The impact of low cost airline entry on competition, network expansion, and stock valuations," Journal of Air Transport Management, Elsevier, vol. 18(1), pages 59-63.
  291. Seth Kopchak, 2014. "The absorption effect of US Treasury auctions," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 21-44, July.
  292. Krieger, Kevin & Chen, Denghui, 2015. "Post-accident stock returns of aircraft manufacturers based on potential fault," Journal of Air Transport Management, Elsevier, vol. 43(C), pages 20-28.
  293. Andreas Bausch & Duc Linh Van Tri, 2007. "Internationalization Of German Companies Into The Chinese Market - An Event Study On The Consequences On Financial Performance From A Rbv Perspective," Jena Research Papers in Business and Economics - Working and Discussion Papers 26/2007, Friedrich-Schiller-University Jena, School of Economics and Business Administration.
  294. Maria Consuelo Pucheta Martinez & Antonio Vico Martinez & Maria Antonia Garcia Benau, 2004. "Reactions of the Spanish capital market to qualified audit reports," European Accounting Review, Taylor & Francis Journals, vol. 13(4), pages 689-711.
  295. Edwards, Alexander & Shevlin, Terry, 2011. "The value of a flow-through entity in an integrated corporate tax system," Journal of Financial Economics, Elsevier, vol. 101(2), pages 473-491, August.
  296. Brady, Una & M. Feinberg, Robert, 2000. "An examination of stock-price effects of EU merger control policy," International Journal of Industrial Organization, Elsevier, vol. 18(6), pages 885-900, August.
  297. Stehle, Richard & Seifert, Udo, 2003. "Stock Performance around Share Repurchase Announcements in Germany," SFB 373 Discussion Papers 2003,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  298. Piaskowska, D., 2005. "Essays on firm growth and value creation," Other publications TiSEM 89053610-79c6-4c52-9d1c-6, Tilburg University, School of Economics and Management.
  299. Deitz, George D. & Evans, Robert D. & Hansen, John D., 2013. "Sponsorship and shareholder value: A re-examination and extension," Journal of Business Research, Elsevier, vol. 66(9), pages 1427-1435.
  300. Shinhua Liu, 2007. "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 161-176, December.
  301. Onur Arugaslan & Louise Miller, 2006. "On the Conditioning of the Financial Market’s Reaction to Seasoned Equity Offerings," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 141-154, Jul-Dec.
  302. Michael Wong, 1997. "Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 4(2), pages 171-177, May.
  303. Higson, Chris & Elliott, Jamie, 1998. "Post-takeover returns: The UK evidence," Journal of Empirical Finance, Elsevier, vol. 5(1), pages 27-46, January.
  304. repec:hhs:bofrdp:2014_017 is not listed on IDEAS
  305. Christophe Godlewski & Rima Turk-Ariss & Laurent Weill, 2014. "What Influences Stock Market Reaction to Sukuk Issues? The Impact of Scholars and Sukuk Types," Working Papers of LaRGE Research Center 2014-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  306. Fraser, Donald R. & Hooton, Jerry L. & Kolari, James W. & Reising, Joseph J., 1997. "The wealth effects of interstate branching," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 589-611, May.
  307. Behr, Patrick & Güttler, André, 2008. "The informational content of unsolicited ratings," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 587-599, April.
  308. Chesney, Marc & Reshetar, Ganna & Karaman, Mustafa, 2011. "The impact of terrorism on financial markets: An empirical study," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 253-267, February.
  309. Sagi Akron, 2011. "Market Reactions to Dividend Announcements Under Different Business Cycles," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 72-85, November.
  310. Kosedag, Arman & Michayluk, David, 2000. "Dividend initiations in reverse-LBO firms," Review of Financial Economics, Elsevier, vol. 9(1), pages 55-63.
  311. Mathieu, Robert & Robb, Sean & Zhang, Ping, 2006. "Leadership structure and the value of debt contracts: Evidence from the Canadian market," The International Journal of Accounting, Elsevier, vol. 41(2), pages 119-140.
  312. Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva, 2016. "Short-horizon event study estimation with a STAR model and real contaminated events," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 673-697, October.
  313. Gunter Löffler, 2013. "Can Market Discipline Work in the Case of Rating Agencies? Some Lessons from Moody’s Stock Price," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 149-174, April.
  314. James C. Brau & Andrew Holmes, 2006. "Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements," Journal of Real Estate Research, American Real Estate Society, vol. 28(1), pages 1-24.
  315. Fuller, Kathleen P., 2003. "The impact of informed trading on dividend signaling: a theoretical and empirical examination," Journal of Corporate Finance, Elsevier, vol. 9(4), pages 385-407, September.
  316. Cunha, P.A.M.F.V., 2005. "The value of cooperation : Studies on the performance outcomes of interorganizational alliances," Other publications TiSEM 59466e6c-1920-461e-b5e9-b, Tilburg University, School of Economics and Management.
  317. Licheng Feng & Weihe Xu, 2007. "Has the Reform of Nontradable Shares Raised Prices?: An Event-Study Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(2), pages 33-62, April.
  318. Sangkyun Park, 1998. "Why did thrift goodwill matter in 1989?," Staff Reports 51, Federal Reserve Bank of New York.
  319. Dmitri G. Markovitch & Peter N. Golder, 2008. "—Using Stock Prices to Predict Market Events: Evidence on Sales Takeoff and Long-Term Firm Survival," Marketing Science, INFORMS, vol. 27(4), pages 717-729, 07-08.
  320. Josef García Blandón & M?nica Martínez Blasco & Josef Argiles Bosch, 2011. "Ex-Dividend Day Returns when Dividend and Capital Gains are Taxed at the Same Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(2), pages 140-152, June.
  321. Jens Grigoleit, 2011. "Kapitalmarktreaktionen auf die Ankündigung des Wechsels von Vorstandsvorsitzenden in den Aufsichtsrat bei deutschen Unternehmen," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 21(2), pages 131-157, January.
  322. Christophe Godlewski, 2013. "Does renegotiation of financial contracts matter for shareholders? Empirical evidence from Europe," Working Papers of LaRGE Research Center 2013-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  323. Suchard, Jo-Ann & Singh, Manohar & Barr, Robert, 2001. "The market effects of CEO turnover in Australian firms," Pacific-Basin Finance Journal, Elsevier, vol. 9(1), pages 1-27, January.
  324. Brailsford, Timothy J. & Josev, Thomas, 1997. "The impact of the return interval on the estimation of systematic risk," Pacific-Basin Finance Journal, Elsevier, vol. 5(3), pages 357-376, July.
  325. Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina, 2010. "Multi-country event-study methods," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3078-3090, December.
  326. Park, Jong-Hun & Kim, Kwangsoo, 1999. "International alliance formation and stock market responses:: Industry globalization as an environmental contingency," Journal of International Management, Elsevier, vol. 5(4), pages 267-284.
  327. Josef Anton Schuster, 2003. "IPOs: insights from seven European countries," LSE Research Online Documents on Economics 24860, London School of Economics and Political Science, LSE Library.
  328. Kretzschmar, Gavin L. & Simpson, Ewan & Haque, Mujibul, 2013. "Russia's resource capitalism—market vs political signalling," Energy Policy, Elsevier, vol. 61(C), pages 771-782.
  329. Michael Murg & Matthias Pachler & Alexander C. M. Zeitlberger, 2016. "The impact of analyst recommendations on stock prices in Austria (2000–2014): evidence from a small and thinly traded market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(3), pages 595-616, September.
  330. Ana Paula Serra, 2002. "Event Study Tests: A brief survey," FEP Working Papers 117, Universidade do Porto, Faculdade de Economia do Porto.
  331. Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2014. "Currency devaluation and stock market response: An empirical analysis," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 79-94.
  332. Cable, J & Holland, K, 1996. "Modelling Normal Returns in Event Studies: A Model-Selection Approach and Pilot Study," Working Papers 96-13, University of Wales, Aberystwyth, Department of Economics.
  333. Sara Fisher Ellison & Wallace P. Mullin, 1997. "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," NBER Working Papers 6218, National Bureau of Economic Research, Inc.
  334. Ekkayokkaya, Manapol & Paudyal, Krishna, 2015. "A trade-off in corporate diversification," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 275-292.
  335. Günther, Susanne, 2013. "Eine ökonomische Analyse der Systemrelevanz von Banken," Arbeitspapiere 139, University of Münster, Institute for Cooperatives.
  336. Mazouz, Khelifa & Saadouni, Brahim & Yin, Shuxing, 2008. "The long-term performance of Hong Kong share-only and unit initial public offerings (IPOs)," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 209-228, July.
  337. Hecker, Renate & Wild, Andreas, 2012. "The market effects of the German two-tier enforcement of financial reporting," Tübinger Diskussionsbeiträge 334, University of Tübingen, School of Business and Economics.
  338. Benoit F. Leleux & Veronique M. Matthys & Julian E. Lange, 1996. "Pricing High Growth Firms: Arbitrage Opportunities in the Inc. 100," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 5(1), pages 43-60, Spring.
  339. Jeff Madura & Nivine Richie, 2010. "Overreaction of Exchange-Traded Funds During the Bubble of 1998–2002," Chapters, in: Handbook of Behavioral Finance, chapter 5 Edward Elgar Publishing.
  340. English, Philip II & Smythe, Thomas I. & McNeil, Chris R., 2004. "The "CalPERS effect" revisited," Journal of Corporate Finance, Elsevier, vol. 10(1), pages 157-174, January.
  341. Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015. "Bond market event study methods," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 281-293.
  342. Schertler, Andrea, 2016. "Pricing effects when competitors arrive: The case of discount certificates in Germany," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 84-99.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.