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Testing cumulative prediction errors in event study methodology

Coutts, J. Andrew - In: Journal of forecasting 14 (1995) 2, pp. 107-115

Persistent link: https://www.econbiz.de/10001176717

The market model and the event study method : a synthesis of the econometric criticisms

Coutts, J. Andrew - In: International review of financial analysis 3 (1994) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10001178408

The market model and the event study method: a rejoinder

Coutts, J. Andrew - In: International review of financial analysis 5 (1996) 1, pp. 83-86

Persistent link: https://www.econbiz.de/10001215567

Time series and cross-section parameter stability in the market model : the implications for event studies

Coutts, J. Andrew - In: The European journal of finance 3 (1997) 3, pp. 243-259

Persistent link: https://www.econbiz.de/10001226318

Misspecification of the market model: the implications for event studies

Coutts, J. Andrew; Mills, Terence; Roberts, Jennifer - In: Applied Economics Letters 2 (1995) 5, pp. 163-165

Event studies are increasingly found in the applied finance literature. They are employed to analyse the market reaction to events and thus to investigate market efficiency. The paper is concerned with misspecification testing of the single-index market model which is conventionally employed to...

Persistent link: https://www.econbiz.de/10009277464

Security price anomalies in an emerging market : the case of the Athens Stock Exchange

Coutts, J. Andrew; Kaplanidis, Christos; Roberts, Jennifer - In: Applied financial economics 10 (2000) 5, pp. 561-571

Persistent link: https://www.econbiz.de/10001527055

The market model and the event study method: A synthesis of the econometric criticisms

Coutts, J. Andrew; Mills, Terence C.; Roberts, Jennifer - In: International Review of Financial Analysis 3 (1994) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10005221821

The market model and the event study method: A rejoinder

Coutts, J. Andrew; Mills, Terence C.; Roberts, Jennifer - In: International Review of Financial Analysis 5 (1996) 1, pp. 83-86

Persistent link: https://www.econbiz.de/10005221877

Feminization and professionalization: A review of an emerging literature on the development of accounting in the United Kingdom

Roberts, Jennifer; Coutts, J. Andrew - In: Accounting, Organizations and Society 17 (1992) 3-4, pp. 379-395

Persistent link: https://www.econbiz.de/10005115045

Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets

Mills, Terence C. - In: The European journal of finance 2 (1996) 4, pp. 319-331

Persistent link: https://www.econbiz.de/10001216123

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