Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.-Reference-Cited by-同舟云学术

Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.

Published:2007 Issue: Volume: Page:3-36
ISSN:
Container-title:Handbook of Empirical Corporate Finance
language:
Short-container-title:

Author:

Kothari S.P.,Warner Jerold B.

Publisher

Elsevier

Reference99 articles.

1. Predicting returns with managerial decision variables: Is there a large-sample bias?;Baker;Journal of Finance,2006

2. Pseudo market timing and predictive regression;Baker,2004

3. An empirical evaluation of accounting income numbers;Ball;Journal of Accounting Research,1968

4. Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns;Ball;Journal of Financial Economics,1989

5. Problems in measuring portfolio performance: An application to contrarian investment strategies;Ball;Journal of Financial Economics,1995

Cited by 253 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. How does Hamas–Israel war impact stock markets in the Middle East? Country and sector-level analysis;Applied Economics Letters;2024-09-03

2. The long-term effects of transformation and upgrading policies on the market performance of China's coal-fire power generation industry;Mitigation and Adaptation Strategies for Global Change;2024-08-30

3. Do Investors Value Workforce Gender Diversity?;Organization Science;2024-08-27

4. Bankruptcy as a planned business strategy? Evidence from the stock market;Management Research Review;2024-08-20

5. Effects of Israel-Iran conflict: insights on global stock indices and currencies;Journal of Economic Studies;2024-07-22