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A Re-Evaluation of Event-Study Methodology

https://doi.org/10.2139/ssrn.2214509
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(76)90023-4openalex-extracted
The valuation of options for alternative stochastic processes
inferredcites →https://doi.org/10.1016/0304-405x(77)90009-5openalex-extracted
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
inferredcites →https://doi.org/10.1016/0304-405x(80)90002-1openalex-extracted
Measuring security price performance
inferredcites →https://doi.org/10.1016/0304-405x(85)90042-xopenalex-extracted
Using daily stock returns
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/0304-405x(96)84701-5openalex-extracted
Detecting abnormal operating performance: The empirical power and specification of test statistics
inferredcites →https://doi.org/10.1016/0304-4076(92)90064-xopenalex-extracted
ARCH modeling in finance
inferredcites →https://doi.org/10.1016/s0304-405x(96)00890-2openalex-extracted
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
inferredcites →https://doi.org/10.1016/s0304-405x(96)00899-9openalex-extracted
Measuring long-horizon security price performance
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1111/0022-1082.00146openalex-extracted
Do Industries Explain Momentum?
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-extracted
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-extracted
Does the Stock Market Overreact?
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04569.xopenalex-extracted
Further Evidence On Investor Overreaction and Stock Market Seasonality
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04636.xopenalex-extracted
Efficient Capital Markets: II
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00695.xopenalex-extracted
The 52‐Week High and Momentum Investing
inferredcites →https://doi.org/10.2139/ssrn.166840openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.2307/2325486openalex-extracted
Efficient Capital Markets: A Review of Theory and Empirical Work
inferredcites →https://doi.org/10.2469/faj.v21.n5.55openalex-extracted
Random Walks in Stock Market Prices
inferredcites →https://doi.org/10.2469/faj.v51.n1.1861openalex-extracted
Random Walks in Stock Market Prices

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inferred← citeshttps://doi.org/10.17576/pengurusan-2012-36-04openalex-snapshot
The Effect of Debt Securities Issuance towards Equity Market Behavior in Malaysia
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