Measuring security price performance using daily NASDAQ returns

Using daily stock returns

1985 • 6,463 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test

1976 • 1,761 citations

A nonparametric test for abnormal security-price performance in event studies

1989 • 1,079 citations

Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research

1987 • 431 citations

The relation between the return interval and betas

1989 • 252 citations

Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals

1977 • 61 citations