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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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Earnings around seasoned equity offerings : are they overstated?
Rangan, Srinivasan - 1995
Persistent link: https://www.econbiz.de/10000965226
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Stock repurchase under asymmetric information
Yoon, Chang Bun - 1987
Persistent link: https://www.econbiz.de/10000967909
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Earnings forecasting research : an overview and critique
Peek, Erik - 1997
Persistent link: https://www.econbiz.de/10000968742
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The effect of common stock repurchase on securityholder returns
Dann, Larry York - 1980
Persistent link: https://www.econbiz.de/10000941659
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Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
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Measuring and testing the impact of news on volatility
Engle, Robert F. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns : a comparative study
Higgins, Eric James - In: Quarterly journal of business and economics : QJBE 37 (1998) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10001242428
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Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients
Ali, Ashiq - In: Journal of accounting & economics 15 (1992) 2, pp. 249-264
Persistent link: https://www.econbiz.de/10001330741
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The effect of the increased bid rule in takeovers with pivotal shareholders
Sercu, Piet - In: Finance : revue de l'Association Française de Finance 15 (1994) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10001173369