Aktas, Nihat (contributor); De Bodt, Eric (contributor); … - 2007
observations. The event-
window goes from day minus five to day plus five relative to the announcement date (the
Thomson SDC … announcement dates are known to be somewhat imprecise, which suggests that the
event window should not be too narrow). To form a … the event window,
which has a negative effect, as expected);
- one control variable is significant in Panels A, B and C …