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

被引：87

作者：

DIMSON, E

MARSH, P

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1986年 / 17卷 / 01期

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

页码：113 / 142

页数：30

共 69 条

[31]

Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]

[32]

FIRTH MA, 1972, J BUSINESS FINANCE, V4, P58

[33] SOME NEW STOCK-MARKET INDEXES [J].

FISHER, L .

JOURNAL OF BUSINESS, 1966, 39 (01) :191-&

[34] BRILOFF AND THE CAPITAL-MARKET [J].

FOSTER, G .

JOURNAL OF ACCOUNTING RESEARCH, 1979, 17 (01) :262-274

[35] DISCLOSURE RULES, INFORMATION-PRODUCTION, AND CAPITAL-MARKET EQUILIBRIUM - CASE OF FORECAST DISCLOSURE RULES [J].

GONEDES, NJ ;

DOPUCH, N ;

PENMAN, SH .

JOURNAL OF ACCOUNTING RESEARCH, 1976, 14 (01) :89-137

[36] EFFECT OF REGULATION CHANGES ON INSIDER TRADING [J].

JAFFE, JF .

BELL JOURNAL OF ECONOMICS, 1974, 5 (01) :93-121

[37] CROSS-SECTIONAL ASSOCIATION BETWEEN ABNORMAL RETURNS AND FIRM SPECIFIC VARIABLES [J].

JAIN, PC .

JOURNAL OF ACCOUNTING & ECONOMICS, 1982, 4 (03) :205-228

[38] SOME ANOMALOUS EVIDENCE REGARDING MARKET EFFICIENCY [J].

JENSEN, MC .

JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :95-101

[39]

Jensen Michael C., 1983, J FINANCIAL EC, V11

[40] INVESTOR EVALUATION OF ACCOUNTING INFORMATION - SOME EMPIRICAL EVIDENCE [J].

KAPLAN, RS ;

ROLL, R .

JOURNAL OF BUSINESS, 1972, 45 (02) :225-257

← 1 2 3 4 5 6 7 →