Moeller, Sara B. (contributor); … - 2003 - [Elektronische Ressource]
CRSP and Compustat
during the event window. After collecting these acquisitions, we eliminate those where the
relative … over the three days around the announcement for each
transaction. To estimate that abnormal return, we use standard event … pointed out by Andrade, Mitchell, and Stafford (2001), the
three-day window is one of the two most commonly used event …