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Volumn 51, Issue 4, 2011, Pages 923-945

The impact of company responses to exchange queries on the Australian equity market

Author keywords

Event study; Exchange query announcement; Matched firm approach

Indexed keywords


EID: 80155181449     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2010.00372.x     Document Type: Article
Times cited : (18)

References (7)
  • 1
    • 0031097135 scopus 로고    scopus 로고
    • Detecting long run abnormal stock returns: the empirical power and specification of test statistics
    • Barber, B., and J. Lyon, 1997, Detecting long run abnormal stock returns: the empirical power and specification of test statistics, Journal of Financial Economics 43, 341-372.
    • (1997) Journal of Financial Economics , vol.43 , pp. 341-372
    • Barber, B.1    Lyon, J.2
  • 3
    • 35148852548 scopus 로고    scopus 로고
    • Effectiveness and market reaction to the Stock Exchange's inquiry in Australia
    • Gong, N., 2007, Effectiveness and market reaction to the Stock Exchange's inquiry in Australia, Journal of Business Finance and Accounting 34, 1141-1168.
    • (2007) Journal of Business Finance and Accounting , vol.34 , pp. 1141-1168
    • Gong, N.1
  • 4
    • 0000125534 scopus 로고
    • Sample selection bias as a specification error
    • Heckman, J., 1979, Sample selection bias as a specification error, Econometrica 47, 153-161.
    • (1979) Econometrica , vol.47 , pp. 153-161
    • Heckman, J.1
  • 5
    • 80155212899 scopus 로고    scopus 로고
    • Self-selection models in corporate finance, working paper (Tuck School of Business, Dartmouth University, New Hampshire).
    • Li, K., and N. Prabhala, 2005, Self-selection models in corporate finance, working paper (Tuck School of Business, Dartmouth University, New Hampshire).
    • (2005)
    • Li, K.1    Prabhala, N.2
  • 6
  • 7
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W., and K. West, 1987, A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.1    West, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.