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Gürkaynak, Refet S.
15
Kısacıkoğlu, Burçin
9
Wright, Jonathan H.
9
Fatum, Rasmus
8
Belke, Ansgar
6
Giavazzi, Francesco
6
Reuschke, Darja
6
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4
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4
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3
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3
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3
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3
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
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Diskussionspapiere der DFG-Forschergruppe (Nr. 3468269275): Heterogene Arbeit: Positive und Normative Aspekte der Qualifikationsstruktur der Arbeit
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ECONIS (ZBW)
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EconStor
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RePEc
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USB Cologne (business full texts)
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556
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1
Missing events in
event
studies
: identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10011900777
Saved in:
2
Missing events in
event
studies
: identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011915481
Saved in:
3
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroskedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012480669
Saved in:
4
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroskedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012911460
Saved in:
5
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012908673
Saved in:
6
Child penalty estimation and mothers' age at first birth
Melentʹeva, Valentina
;
Riedel, Lukas
-
2023
demonstrate that the biases stem from conventional
event
studies
pooling together first-time mothers of all ages, without …
Persistent link: https://www.econbiz.de/10014441884
Saved in:
7
Missing events in
event
studies
: identifying the effects of partially measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
- In:
The American economic review
110
(
2020
)
12
,
pp. 3871-3912
Persistent link: https://www.econbiz.de/10012431236
Saved in:
8
Liquidity and earnings in
event
studies
: does data granularity matter?
Bohmann, Marc
;
Michayluk, David
;
Patel, Vinay
;
Walsh, …
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 118-131
Persistent link: https://www.econbiz.de/10012133656
Saved in:
9
Missing events in
event
studies
: identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
10
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:
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