An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

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

1962 • 7,696 citations

The theory and practice of econometrics

1986 • 4,551 citations

Principles of Econometrics

1973 • 3,349 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

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

1983 • 583 citations

On the Use of the Multivariate Regression Model in Event Studies

1985 • 365 citations

Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions

1985 • 312 citations

Evidence of the impact of mandatory changes in accounting principles on corporate loan agreements

1981 • 240 citations

A Comparison of Alternative Testing Methodologies Used in Capital Market Research

1984 • 234 citations

Evidence on the effect of bond covenants and management compensation contracts on the choice of accounting techniques

1981 • 210 citations

Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study Methods

1985 • 190 citations

The economic determinants of the market reaction to proposed mandatory accounting changes in the oil and gas industry

1981 • 153 citations

The incremental information content of replacement cost earnings

1982 • 148 citations

Stock Price Reactions to LIFO Adoptions: The Association between Excess Returns and LIFO Tax Savings

1982 • 121 citations

The impact of replacement cost disclosure on security prices

1982 • 49 citations

Cross-sectional association between abnormal returns and firm specific variables

1982 • 40 citations

Selection of accounting procedures and implications of changes in generally accepted accounting principles : a case study using oil and gas accounting

1982 • 6 citations