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A modified Corrado test for assessing abnormal security returns
Ataullah, Ali; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 17 (2011) 7/8, pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
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Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
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The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul; Dong, Yizhe; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 24 (2018) 4/6, pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
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Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 25 (2019) 9, pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
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The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4/6, pp. 501-510
Persistent link: https://www.econbiz.de/10003446111
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The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536