Conditional event studies, anticipation, and asymmetric information: the case of seasoned equity issues and pre-issue information releases
Year of publication: |
2000
|
---|---|
Authors: | Guo, Lin ; Mech, Timothy S. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 2, p. 113-141
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Guo, Lin, (2001)
-
Guo, Lin, (2000)
-
Portfolio return autocorrelation
Mech, Timothy S., (1993)
- More ...