What should be the dependent variable in marketing-related event studies?
Bernd Skiera, Emanuel Bayer, Lisa Schöler
| Year of publication: |
September 2017
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|---|---|
| Authors: | Skiera, Bernd ; Bayer, Emanuel ; Schöler, Lisa |
| Published in: |
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy. - Amsterdam : Elsevier, ISSN 0167-8116, ZDB-ID 622691-7. - Vol. 34.2017, 3, p. 641-659
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| Subject: | Event study | Cumulative abnormal return | Leverage effect | Shareholder value | Stock market | Marketing-finance interface | Financial structure | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Shareholder Value | Ereignisstudie | Aktienmarkt | Ankündigungseffekt | Announcement effect | Kapitalstruktur | Capital structure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijresmar.2017.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011758111