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subject:"Liquidity"
~accessRights:"restricted"
~subject:"Announcement effect"
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Announcement effect
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197
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122
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98
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ECONIS (ZBW)
71
RePEc
46
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117
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1
A note on testing AR and CAR for
event
studies
Nguyen, Phuong Anh
;
Wolf, Michael
-
2023
Return
event
studies
generally involve several companies but there are also cases when only one company is involved …
Persistent link: https://www.econbiz.de/10013548759
Saved in:
2
Has the Evergrande debt crisis rattled Chinese capital markets? : a series of
event
studies
and their implications
Altman, Edward I.
;
Hu, Xiaolu
;
Yu, Jing
- In:
Finance research letters
50
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014240105
Saved in:
3
Does regulation of defensive tactics with mandatory rules benefit shareholders? : Evidence from
event
studies
in China
Zeng, James Si
- In:
International review of law and economics
66
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012625590
Saved in:
4
Measuring changes in credit risk : the case of CDS
event
studies
Andres, Christian
;
Betzer, André
;
Doumet, Markus
- In:
Global finance journal
49
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012887164
Saved in:
5
Missing events in
event
studies
: identifying the effects of partially measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
- In:
The American economic review
110
(
2020
)
12
,
pp. 3871-3912
Persistent link: https://www.econbiz.de/10012431236
Saved in:
6
What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? :
event
-study evidence
Yousaf, Imran
;
Riaz, Yasir
;
Goodell, John W.
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472493
Saved in:
7
Liquidity and earnings in
event
studies
: does data granularity matter?
Bohmann, Marc
;
Michayluk, David
;
Patel, Vinay
;
Walsh, …
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 118-131
Persistent link: https://www.econbiz.de/10012133656
Saved in:
8
Does the market model provide a good counterfactual for
event
studies
in finance?
Castro Iragorri, Carlos Alberto
- In:
Financial markets and portfolio management
33
(
2019
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012018357
Saved in:
9
A note on intraday
event
studies
Marshall, Ben R.
;
Nguyen, Nick
;
Visaltanachoti, Nuttawat
- In:
The European accounting review
28
(
2019
)
3
,
pp. 605-619
Persistent link: https://www.econbiz.de/10012195354
Saved in:
10
Eventful non-events : distinguishing an
event
from a non-
event
in
event
studies
Kumar, Vivek
;
Srivastava, Arpita
- In:
Theoretical economics letters
7
(
2017
)
5
,
pp. 1067-1080
Persistent link: https://www.econbiz.de/10011748481
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