Measuring security price performance

Topics in Catalysis

Volumn 8, Issue 3, 1980, Pages 205-258

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

^a LUCENT TECHNOLOGIES   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84989099586     PISSN: 0304405x     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(80)90002-1     Document Type: Article

References (44)

1. Anomalies in relationships between securities' yields and yield-surrogates
2. An empirical evaluation of accounting numbers
3. Share capitalization changes, information, and the Australian equity market
4. Asymptotic theory of least absolute error regression
5. Capital market equilibrium with restricted borrowing
6. The capital asset pricing model: Some empirical tests
7. A note on risk, return, and equilibrium: Empirical tests
8. The sensitivity of the efficient market hypothesis to alternative specifications of the market model
9. Techniques for testing the constancy of regression relationships over time
10. Split information, stock returns, and market efficiency
11. The proposed elimination of full cost accounting in the extractive petroleum industry
12. Mean-absolute-deviation versus least squares regression estimation of beta coefficients
13. Can stock market forecasters forecast?
14. Risk, return and equilibrium: Empirical tests
15. The adjustment of stock prices of new information
16. Accounting policy decisions and capital market research
17. Corporate signaling, external accounting, and capital market equilibrium: Evidence on dividends, income and extraordinary items
18. Disclosure rules, information-production, and capital market equilibrium: The case of forecast disclosure rules
19. Special information and insider trading
20. Investor evaluation of accounting information: Some empirical evidence
21. An application of a three factor performance index to measure stockholder gains from merger
22. Standardized unexpected earnings — 1971–1977
23. Risk and return: The case of merging firms
24. Measuring portfolio performance and the empirical content of asset pricing models
25. A time series examination of the market factor of the New York stock exchange
26. On the theory of residual analyses and abnormal performance metrics
27. Residual (API) analysis and the private value of information
28. Corporate forecasts of earnings per share and stock price behavior: Empirical tests
29. The API and the design of experiments
30. A critique of the asset pricing theory's tests; Part I: On past and potential testability of the theory
31. Estimating betas from non-synchronous data
32. A comparison of relative predictive power for financial models of rates of return
33. Bankruptcy, absolute priority, and the pricing of risky debt claims
34. Systematic ‘abnormal’ returns after quarterly earnings announcements