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Examining merger synergy with the capital asset pricing model
Davidson, Wallace Norman - In: The financial review : the official publication of the … 22 (1987) 2, pp. 233-247
Persistent link: https://www.econbiz.de/10001028839
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State space versus ordinary least-squares regression in event studies
Berry, Michael A. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 231-249
Persistent link: https://www.econbiz.de/10001112393
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A brief review of catastrophe theory and a test in a corporate failure context
Gregory-Allen, Russell B. - In: The financial review : the official publication of the … 26 (1991) 2, pp. 127-155
Persistent link: https://www.econbiz.de/10001143191
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Using daily stock returns in event studies and the choice of parametric versus nonparametric test statistics
Berry, Michael A. - In: Quarterly journal of business and economics : QJBE 29 (1990) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10001100873
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Combined leverage and stock risk
Li, Rong-Jen - In: Quarterly journal of business and economics : QJBE 30 (1991) 1, pp. 18-39
Persistent link: https://www.econbiz.de/10001102474
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Risk premium in corporate bonds
Prakash, K. - In: Akron business and economic review 22 (1991) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10001105838
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Commercial paper rating models
Chandy, P. R. - In: Quarterly journal of business and economics : QJBE 29 (1990) 4, pp. 79-101
Persistent link: https://www.econbiz.de/10001100909