SCOPUS 정보 검색 플랫폼

Volumn 26, Issue 2, 2003, Pages 165-178

Event-induced volatility and tests for abnormal performance

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142132674 PISSN: 02702592 EISSN: None Source Type: Journal
DOI: 10.1111/1475-6803.00052 Document Type: Article

Times cited : (61)

References (12)

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2
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3
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- Event-study methodology under conditions of event-induced variance
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4
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- Bollerslev, T.¹

5
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- A new stochastically flexible event methodology with application to Proposition 103
- Brockett, P., H. Chen, and J. Garven, 1999, A new stochastically flexible event methodology with application to Proposition 103, Insurance, Mathematics and Economics 25, 197-217.
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- Brockett, P.¹ Chen, H.² Garven, J.³

6
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- Measuring security price performance
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7
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- Using daily stock returns. The case of event studies
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8
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9
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- Corrado, C., 1989, A nonparametric test for abnormal security-price performance in event studies, Journal of Financial Economics 23, 385-95.
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- The adjustment of stock prices to new information
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11
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- Event studies in economics and finance
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