Reference health
Discriminating between wealth and information effects in event studies in accounting and finance research
1 of 21 checkable references need attention · checked 2026-09-18
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/1268225
The 20 checked references that resolve
resolves10.2307/2491257
Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research
resolves10.2307/2331047
Interpreting Common Stock Returns around Proxy Statement Disclosures and Annual Shareholder Meetings
resolves10.2307/2490701
A Comparison of Alternative Testing Methodologies Used in Capital Market Research
resolves10.1016/0304-405X(89)90064-0
A nonparametric test for abnormal security-price performance in event studies
resolves10.2307/2331331
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns
resolves10.2307/2490855
A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach
resolves10.2307/2490805
Analyses of the Distribution of Security Market Model Prediction Errors for Daily Returns Data
resolves10.1016/0304-405X(85)90007-8
Predictable events and excess returns: The case of dividend announcements
resolves10.2307/2330988
Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least Squares
resolves10.2307/2490543
Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test
resolves10.1016/0165-4101(79)90003-X
Anticipated information releases reflected in call option prices
resolves10.2307/2490874
The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices
resolves10.1111/j.1540-6261.1989.tb02401.x
Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
resolves10.2307/2491136
An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable
The 3 references without a DOI — listed, not checked
no DOI — not checkedKendall, Maurice G. and Stuart, Alan,The Advanced Theory of Statistics, Vol. 2, 2nd edition, London, Griffin, 1967.
no DOI — not checkedStuart, Alan and Ord, J. Keith,Kendall's Advanced Theory of Statistics, Vol. 1, 5th edition, New York, Oxford University Press, 1987.
no DOI — not checkedTheil, Henri,Principles of Econometrics, New York, Wiley, 1971.
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