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subject:"event studies"
~person:"Kolari, James W."
~subject:"Börsenkurs"
~subject:"Corporate Governance"
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event studies
Börsenkurs
Corporate Governance
Event study
7
Capital income
6
Ereignisstudie
6
Kapitaleinkommen
6
Share price
5
Abnormal returns
3
Ankündigungseffekt
3
Announcement effect
3
Estimation
3
Schätzung
3
Standardized returns
3
Estimation theory
2
Rank test
2
Schätztheorie
2
X-efficiency
2
1990-2005
1
Aktienmarkt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bank condition
1
Börsengang
1
CAPM
1
Capital Asset Pricing Model (CAPM)
1
Capital market returns
1
Correlation
1
Financial analysis
1
Financial economics
1
Finanzanalyse
1
Heterogeneity
1
IPOs
1
Initial public offering
1
Kapitalmarktrendite
1
Kapitalmarkttheorie
1
Korrelation
1
Long-run event study
1
Mergers
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
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2
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3
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2
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English
5
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Kolari, James W.
Betzer, André
11
Stulz, René M.
9
Gürkaynak, Refet S.
8
Kısacıkoğlu, Burçin
8
Al-Baidhani د. احمد البيضاني, Dr. Ahmed
7
Wright, Jonathan H.
7
Andres, Christian
6
Clarke, Damian
6
Ferrari, Giulia
6
Ferraro, Valeria
6
Gugler, Klaus
6
Profeta, Paola
6
Theissen, Erik
6
Wolfers, Justin
6
Zitzewitz, Eric
6
Budzinski, Oliver
5
Dutta, Anupam
5
Nowak, Eric
5
Schaub, Mark
5
Snowberg, Erik
5
Volpin, Paolo
5
Achleitner, Ann-Kristin
4
Afik, Zvika
4
Asem, Ebenezer
4
Batz, Laure de
4
Duso, Tomaso
4
Fahlenbrach, Rüdiger
4
Fatum, Rasmus
4
Filson, Darren
4
Haji Ali Beigi, Maryam
4
Hess, Dieter
4
Jin, Gan
4
Kočenda, Evžen
4
Lahav, Yaron
4
Lins, Karl
4
Pynnonen, Seppo
4
Rott, Roland
4
Schulze, Günther G.
4
Weir, Charlie
4
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Journal of empirical finance
2
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All
ECONIS (ZBW)
5
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1
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon
Event
Studies
Dutta, Anupam
-
2017
This paper proposes a novel standardized test for abnormal returns in long-horizon
event
studies
that takes into …-run
studies
…
Persistent link: https://www.econbiz.de/10012974179
Saved in:
2
A robust and powerful test of abnormal stock returns in long-horizon
event
studies
Dutta, Anupam
;
Knif, Johan
;
Kolari, James W.
; …
- In:
Journal of empirical finance
47
(
2018
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
Saved in:
3
Nonparametric rank tests for
event
studies
Kolari, James W.
;
Pynnönen, Seppo
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 953-971
Persistent link: https://www.econbiz.de/10009492522
Saved in:
4
Event
Study Testing with Cross-Sectional Correlation of Abnormal Returns
Kolari, James W.
-
2012
This article examines the issue of cross-sectional correlation in
event
studies
. When there is
event
-date clustering …
Persistent link: https://www.econbiz.de/10013114804
Saved in:
5
Further Evidence on Long-Run Abnormal Returns after Corporate Events
Kolari, James W.
-
2020
reverse stock splits. While some recent
studies
report disappearing long-run
event
effects over time, our ASR tests in …
Persistent link: https://www.econbiz.de/10012851148
Saved in:
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