Implications of multiple structural changes in event studies
Year of publication: |
1995
|
---|---|
Authors: | Burnett, John E. |
Other Persons: | Carroll, Carolyn A. (contributor) ; Thistle, Paul D. (contributor) |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 35.1995, 4, p. 467-480
|
Subject: | Wissenschaftliche Methode | Scientific method | Börsenkurs | Share price | Aktie | Share | Ankündigungseffekt | Announcement effect | Theorie | Theory | USA | United States | 1978-1989 |
-
A compound duration model for high-frequency asset returns
Aldrich, Eric M., (2016)
-
The underreaction hypothesis and the new issue puzzle : evidence from Japan
Kang, Jun-koo, (1999)
-
The influence of going-private prediction models on abnormal returns
Huffman, Stephen P., (1997)
- More ...
-
The detection of nonstationarity in the market model
Burnett, John E., (1996)
-
The relative impact of public information in shaping investor expectations
Burnett, John E., (2009)
-
Implications of Multiple Structural Changes in Event Studies
Burnett, John E., (1998)
- More ...