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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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2
Adjusting for nonsynchronous data : how important is it?
Berry, Michael A.
- In:
Akron business and economic review
18
(
1987
)
4
,
pp. 52-56
Persistent link: https://www.econbiz.de/10001068221
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3
State space versus ordinary least-squares regression in event studies
Berry, Michael A.
;
Gallinger, George W.
;
Henderson, Glenn V.
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 231-249
Persistent link: https://www.econbiz.de/10009924613
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4
Option introduction and security returns distributions : changes in information impoundment versus narrowing of the bid-ask spread
Richards, Charles F.
;
Henderson, Glenn V.
- In:
Advances in investment analysis and portfolio …
5
(
1998
),
pp. 123-143
Persistent link: https://www.econbiz.de/10001404498
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5
Commercial bank stocks, interest rates, and systematic risk
Booth, James R.
- In:
Journal of economics & business
37
(
1985
)
4
,
pp. 303-310
Persistent link: https://www.econbiz.de/10001015546
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6
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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7
Share price reaction to plant-closing announcements
Kalra, Rajiv
- In:
Journal of economics & business
46
(
1994
)
5
,
pp. 381-395
Persistent link: https://www.econbiz.de/10001177667
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8
Effects of the Chernobyl nuclear accident on utility share prices
Kalra, Rajiv
- In:
Quarterly journal of business and economics : QJBE
32
(
1993
)
2
,
pp. 52-77
Persistent link: https://www.econbiz.de/10001191482
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9
Across-discipline journal awareness and evaluation : implications for the promotion and tenure process
Henderson, Glenn V.
- In:
Journal of economics & business
42
(
1990
)
4
,
pp. 325-351
Persistent link: https://www.econbiz.de/10001134408
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10
Efficiency of the treasury bill futures market : regression and volatility tests
Wong, Alan
- In:
Review of business and economic research : RBER ; a …
26
(
1990
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10001105574
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