Search Results - subject:"Long-Run Event Study"

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Dynamic risk adjustment in long-run event study tests

Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764

Persistent link: https://www.econbiz.de/10014440123

On long-run stock returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: Critical finance review 11 (2022) 1, pp. 117-167

Persistent link: https://www.econbiz.de/10013455601

Further evidence on long-run abnormal returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 421-439

Persistent link: https://www.econbiz.de/10012656438

A robust and powerful test of abnormal stock returns in long-horizon event studies

Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24

Persistent link: https://www.econbiz.de/10012103461

Agency costs and Islamic bond issuers' long-run performance in Malaysia

Mohd Sobri Minai; Uddin, Md Mohan; Yusnidah Ibrahim - In: Global business & economics review 19 (2017) 6, pp. 745-759

Persistent link: https://www.econbiz.de/10011953599

Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance

Giammarino, Ron; Carlson, Murray; Fisher, Adlai - Society for Economic Dynamics - SED - 2004

Empirical methods in corporate finance for some time focused on the short-term market reaction to corporate announcements. The associated theories rely heavily on market imperfections such as taxes, transaction costs, information issues and contracting problems to obtain short-term market...

Persistent link: https://www.econbiz.de/10005090920