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Pricing protest : the response of financial markets to social unrest
Barrett, Philip, (2021)
The impact of a takeover bid on the capital market efficiency
Knezovic, Anita, (2018)
The Impact of vertical theories of harm on investor returns : an event study of US vertical mergers
Sonenshine, Ralph, (2022)
Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage
Karafiath, Imre, (2014)
Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
Karafiath, Imre, (2009)
Detecting cumulative abnormal volume : a comparison of event study methods