Using daily stock returns. The case of event studies

Journal of Financial Economics

Volumn 14, Issue 1, 1985, Pages 3-31

  Brown, Stephen J ^a   Warner, Jerold B ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36749092418     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(85)90042-X     Document Type: Article

References (34)

1. An empirical evaluation of accounting income numbers
2. The information content of annual earnings announcements
3. Econometric properties of alternative security return methods
4. A comparison of the stable and student distributions as statistical models for stock prices
5. Measuring security price performance
6. A comparison of alternative testing models used in capital market research
7. Common stock repurchases: An analysis of returns to bondholders and stockholders
8. Antitakeover amendments and stockholder wealth
9. Risk measurement when shares are subject to infrequent trading
10. On corporate governance: A study of proxy contests
11. Stock returns and the weekend effect
12. Risk measurement when shares are subject to infrequent trading: Comment
13. Market reaction to the 1976 replacement cost disclosures
14. Day of the week effects and asset returns
15. More evidence on the distribution of security returns
16. Evidence on the effect of bond covenants and management compensation contracts on the choice of accounting techniques: The case of the depreciation switchback
17. The association between performance plan adoption and corporate capital investment
18. Evidence on the impact of mandatory changes in accounting principles on corporate loan agreements
19. The effects of capital structure change on security prices: A study of exchange offers
20. The effect of the information environment on the relationship between financial disclosure and security price variability
21. Convertible calls and security returns
22. Anticipated information releases reflected in call option prices
23. Insider trading and the dissemination of firms' forecast information
24. The effect of discretionary price control decisions on equity values
25. The impact of merger related regulations on the shareholders of acquiring firms
26. Estimating betas from nonsynchronous data