Reference health
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
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3 of 24 checkable references need attention · checked 2026-08-03
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.
21 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 work10.2307/2329238
does not resolve to a known work10.2307/2329420
does not resolve to a known work10.2307/2329305
The 21 checked references that resolve
resolves10.2307/2328956
The Post-Merger Performance of Acquiring Firms: A Re-Examination of an Anomaly
resolves10.1016/0304-405X(94)00818-L
Evaluating the performance of value versus glamour stocks The impact of selection bias
resolves10.2307/2329351
An Analysis of the Recommendations of the "Superstar" Money Managers at Barron's Annual Roundtable
resolves10.2307/2490855
A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach
resolves10.1016/0304-405X(94)00817-K
Underperformance in long-run stock returns following seasoned equity offerings
The 21 references without a DOI — listed, not checked
no DOI — not checkedThe pre-acquisition performance of target firms: A reexamination of the inefficient management hypothesis
no DOI — not checkedAn empirical investigation of short interest
no DOI — not checkedHow can long-run abnormal stock returns be both positively and negatively biased?
no DOI — not checkedFirm size, book-to-market ratio, and security returns: A holdout sample of financial firms
no DOI — not checkedPost-earnings-announcement drift: Delayed price response or risk premium?
no DOI — not checkedMyth or reality?
no DOI — not checkedThe long-run underperformance of seasoned equity offerings revisited
no DOI — not checkedPost-earnings announcement drift?
no DOI — not checkedUsing daily stock returns: The case of event studies
no DOI — not checkedA warning about using the daily CRSP equally-weighted index to compute long-run excess returns
no DOI — not checkedLong-run common stock returns following stock splits and stock dividends
no DOI — not checkedIs institutional investment in initial public offerings related to long-run performance of these firms?
no DOI — not checkedVenture capital distributions: short-run and long-run reactions
no DOI — not checked10.1016/S0304-405X(96)00890-2_bib29
no DOI — not checkedMeasuring long-horizon security price performance
no DOI — not checkedDo firms knowingly sell overvalued equity?
no DOI — not checkedLong-term market overreaction: The effect of low-priced stocks
no DOI — not checkedConflict of interest and the credibility of underwriter analyst recommendations
no DOI — not checkedGlamour, value and the post-acquisition performance of acquiring firms
no DOI — not checkedThe long-run performance of stock returns following debt offers
no DOI — not checkedEarnings management in seasoned equity offerings
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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