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Earnings adjustment and stock return predictability
Nielsen, Steen - In: Essays in financial markets, (pp. 144-159). 2000
Persistent link: https://www.econbiz.de/10001591920
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Estimating earnings response coefficients : pooled versus firm-specific models
Teets, Walter R. - In: Journal of accounting & economics 21 (1996) 3, pp. 279-295
Persistent link: https://www.econbiz.de/10001204782
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Measuring and testing the impact of news on volatility
Engle, Robert F. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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The effect of the increased bid rule in takeovers with pivotal shareholders
Sercu, Piet - In: Finance : revue de l'Association Française de Finance 15 (1994) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10001173369
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Conditional heteroskedasticity adjusted market model and an event study
Corhay, Albert - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 529-538
Persistent link: https://www.econbiz.de/10001214224
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The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns : a comparative study
Higgins, Eric James - In: Quarterly journal of business and economics : QJBE 37 (1998) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10001242428
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Repurchase tender offers and earnings information
Dann, Larry York - In: Journal of accounting & economics 14 (1991) 3, pp. 217-251
Persistent link: https://www.econbiz.de/10001111182
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The effect of common stock repurchase on securityholder returns
Dann, Larry York - 1980
Persistent link: https://www.econbiz.de/10000941659
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How do stock returns react to special events?
Schweitzer, Robert L. - In: Business review / Federal Reserve Bank of Philadelphia (1989), pp. 17-29
Persistent link: https://www.econbiz.de/10001084104
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Earnings around seasoned equity offerings : are they overstated?
Rangan, Srinivasan - 1995
Persistent link: https://www.econbiz.de/10000965226