Measuring the Effects of Regulation with Stock Price Data

Linear Statistical Inference and its Applications

1973 • 10,599 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Measuring security price performance

1980 • 3,397 citations

Principles of Econometrics

1973 • 3,349 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Special Information and Insider Trading

1974 • 1,307 citations

Foundations of Finance.

1977 • 1,197 citations

Risk and return: The case of merging firms

1974 • 927 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms

1983 • 583 citations

What Can Regulators Regulate? The Case of Electricity

1962 • 529 citations

Security price reactions around corporate spin-off announcements

1983 • 481 citations

On the Use of the Multivariate Regression Model in Event Studies

1985 • 365 citations

Free Riders and Collective Action: An Appendix to Theories of Economic Regulation

1974 • 355 citations

SAS/ETS user's guide

1982 • 232 citations

The stock market

1963 • 165 citations

The Stock Market: Theories and Evidence.

1974 • 162 citations

Common-stock indexes

1939 • 90 citations

Entry in Commercial Banking

1965 • 76 citations

Stock exchange seats as capital assets

1977 • 73 citations

Accounting for retail land sales

1984 • 65 citations

An Analysis of the Impact of Deposit Rate Ceilings on the Market Values of Thrift Institutions

1982 • 60 citations

The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities

1980 • 48 citations

Effects of the 1970 Bank Holding Company Act: Evidence from Capital Markets

1981 • 46 citations