Inference in Long Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings

Author:

Brav Alon

Publisher

Elsevier BV

Reference42 articles.

1. Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Speciication of Test-Statistics;M Barber;Journal of Financial Economics,1997

2. Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research;Victor L Bernard;Journal of Accounting Research,1987

3. Shrinkage Estimation of Price and Promotional Elasticities: Seemingly Unrelated Equations;C Blattberg;Journal of the American Statistical Association,1991

4. Sampling and Bayes' Inference in Scientiic Modelling and Robustness with discussion;George E P Box;Journal of the Royal Statistical Society A,1434

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