Levels of significance in event studies
Data up to Jan 2025
Total Citations Per Year
Abstract
References (22)
Using daily stock returns
1985 • 6,463 citations
Measuring security price performance
1980 • 3,397 citations
The Adjustment of Stock Prices to New Information
1969 • 3,289 citations
The Adjustment of Stock Prices to New Information
2003 • 3,268 citations
The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms
1983 • 583 citations
The effects of capital structure change on security prices
1980 • 541 citations
Measuring the Effects of Regulation with Stock Price Data
1985 • 503 citations
Going Private: Minority Freezeouts and Stockholder Wealth
1984 • 444 citations
Beating the Foreign Exchange Market
1986 • 437 citations
Withdrawn Security Offerings
1988 • 414 citations
On the Use of the Multivariate Regression Model in Event Studies
1985 • 365 citations
Some New Filter Rule Tests: Methods and Results
1988 • 247 citations
The value line enigma (1965–1978)
1982 • 243 citations
Standard Errors in Event Studies
1992 • 229 citations
Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least Squares
1986 • 149 citations
The Impact of Merger-Related Regulations Using Exact Distributions of Test Statistics
1985 • 119 citations
Does the Bond Market Predict Bankruptcy Settlements?
1992 • 56 citations
MARKET FORCES AND AIRCRAFT SAFETY: THECASEOFTHEDC‐10
1986 • 54 citations
Profit-Making Speculation in Foreign Exchange Markets.
1993 • 44 citations
Statistical inference in multiperiod event studies
1991 • 44 citations
Does the Bond Market Predict Bankruptcy Settlements?
1992 • 23 citations
Profit-making Speculation In Foreign Exchange Markets
2019 • 4 citations