EVENT STUDY METHODOLOGIES AND THE SIZE EFFECT - THE CASE OF UK PRESS RECOMMENDATIONS

被引:87
作者
DIMSON, E
MARSH, P
机构
关键词
D O I
10.1016/0304-405X(86)90008-5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:113 / 142
页数:30
相关论文
共 69 条
[21]   THE VALUE LINE ENIGMA (1965-1978) - A CASE-STUDY OF PERFORMANCE EVALUATION ISSUES [J].
COPELAND, TE ;
MAYERS, D .
JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (03) :289-321
[22]   STOCK-PRICES AND PUBLICATION OF 2ND-HAND INFORMATION [J].
DAVIES, PL ;
CANES, M .
JOURNAL OF BUSINESS, 1978, 51 (01) :43-56
[23]  
DAVIS J, 1979, OBSERVER JAN
[24]   AN ANALYSIS OF BROKERS AND ANALYSTS UNPUBLISHED FORECASTS OF UK STOCK RETURNS [J].
DIMSON, E ;
MARSH, P .
JOURNAL OF FINANCE, 1984, 39 (05) :1257-1292
[25]   RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING [J].
DIMSON, E .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) :197-226
[26]   THE STABILITY OF UK RISK MEASURES AND THE PROBLEM OF THIN TRADING [J].
DIMSON, E ;
MARSH, PR .
JOURNAL OF FINANCE, 1983, 38 (03) :753-783
[27]  
DIMSON E, 1985, RISK RETURN CO SIZE
[28]  
Dimson E., 1984, J I ACTUARIES, V111, P403
[29]  
DIMSON E, 1984, 19TH M W FIN ASS VAN
[30]  
Dyckman T. R., 1979, J ACCOUNT ECON, V1, P45, DOI DOI 10.1016/0165-4101(79)90014-4