Norli, Øyvind; Ostergaard, Charlotte; Schindele, Ibolya - 2009
stock liquidity, to alternative ways of selecting non-event firms, and to
the inclusion of control variables such as … is reduced by 174 observations
because we cannot find the event firm on CRSP and by an additional 135 observations … because
we require the event firm to be listed on NYSE, AMEX or Nasdaq with common equity.10 In all
the analysis that follows …