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Test Specifications, Correct Modeling, and Sensitivity of Long-Run Abnormal Returns in Hedge Fund Target Firms

Khan, Zazy - 2016

Following the literature on test-specifications, correct-modeling, and detectability of long-run stock performance in event study framework, this study tests the performance of monthly stock returns of 589 firms targeted by 112 hedge funds over the period of January 2000 to December 2013. For an...

Persistent link: https://www.econbiz.de/10012990988

Hedge fund activism and corporate M&A decisions

Wu, Szu-Yin; Chung, Kee H. - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1378-1403

Persistent link: https://www.econbiz.de/10012887602

The theory of risk, return, and performance measurement

Guerard, John Baynard - In: Portfolio construction, measurement, and efficiency : …, (pp. 1-38). 2017

Persistent link: https://www.econbiz.de/10011602856

A note on assessing the relation between CEO characteristics and stock performance : Alpha Above Replacement

Olsen, Brett C.; Sisodiya, Sanjay R.; Swisher, Judith - In: Accounting and finance : journal of the Accounting … 56 (2016) 3, pp. 787-802

Persistent link: https://www.econbiz.de/10011623116

Analyzing Financial Data and Implementing Financial Models Using R

Ang, Clifford S. - 2015

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate...