Conditional Methods in Event Studies and an Equilibrium Justification for Standard Event-Study Procedures

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

Limited-dependent and qualitative variables in econometrics

1983 • 13,615 citations

Using daily stock returns

1985 • 6,463 citations

The Adjustment of Stock Prices to New Information

1969 • 3,289 citations

Equity issues and offering dilution

1986 • 1,479 citations

Generalized Econometric Models with Selectivity

1983 • 1,473 citations

The gains to bidding firms from merger

1983 • 1,026 citations

Using Least Squares to Approximate Unknown Regression Functions

1980 • 571 citations

Valuation effects of corporate debt offerings

1986 • 490 citations

Some Approaches to the Correction of Selectivity Bias

1982 • 479 citations

The Effect of Information Releases on the Pricing and Timing of Equity Issues

1991 • 431 citations

Evidence on the capitalized value of merger activity for acquiring firms

1983 • 411 citations

Consistent Estimation of Scaled Coefficients

1986 • 390 citations

Sample Selection Bias as a Specification Error: A Comment

1981 • 368 citations

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

1985 • 312 citations

An Investigation of the Robustness of the Tobit Estimator to Non-Normality

1982 • 307 citations

ABNORMAL SELECTION BIAS

1983 • 275 citations

Dividend clienteles and the information content of dividend changes

1990 • 263 citations

Repurchase Tender Offers, Signaling, and Managerial Incentives

1984 • 262 citations

Consistent Estimation of Cross-Sectional Models in Event Studies

1990 • 207 citations

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

1985 • 190 citations

Linear regression after selection

1981 • 171 citations

Sample Selectivity and the Estimation of Labor Supply Functions

1980 • 126 citations

Efficiency of the two-step estimator for models with endogenous sample selection

1984 • 122 citations

A Monte Carlo comparison of estimators for censored regression models

1984 • 115 citations

SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS

1990 • 104 citations

Partial Anticipation, the Flow of Information and the Economic Impact of Corporate Debt Sales

1993 • 65 citations

Proportional Projections in Limited Dependent Variable Models

1984 • 59 citations

Stock price reactions as surrogates for the net cash flow effects of corporate policy decisions

1988 • 56 citations

A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals

1988 • 34 citations

Value of Latent Information: Alternative Event Study Methods

1993 • 10 citations