Measuring changes in capital market security prices: The event study methodology

Journal of Research in Pharmaceutical Economics

Volumn 11, Issue 1, 2001, Pages 1-17

  Skrepnek, G H ^a   Lawson, K A ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Econometrics; Event study; Financial economics; Methodology

Indexed keywords

ARTICLE; CAPITAL; DRUG MARKETING; ECONOMIC ASPECT; FINANCIAL MANAGEMENT; LITERATURE; PRIORITY JOURNAL;

EID: 0035183201     PISSN: 08966621     EISSN: None     Source Type: Journal    
DOI: 10.1300/J063v11n01_01     Document Type: Article

References (56)

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7. Wealth effects of Food and Drug Administration (FDA) decisions
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18. The influence of market conditions on event study residuals
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22. Use of dummy variables in testing for equality between sets of coefficients in linear regression: A generalization
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26. On corporate governance: A study of proxy contests
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29. Valuation effects of securities offerings and the insurance process
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34. Nonparametric event study tests
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41. Standard errors in event studies
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44. Estimating betas from nonsynchronous data
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