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Consistent Estimation Of Residual Variance In Regulatory Event Studies

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  • Marcus A. Ingram
  • Virginia C. Ingram

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  • Marcus A. Ingram & Virginia C. Ingram, 1993. "Consistent Estimation Of Residual Variance In Regulatory Event Studies," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(2), pages 151-160, June.
  • Handle: RePEc:bla:jfnres:v:16:y:1993:i:2:p:151-160
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1993.tb00136.x
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    References listed on IDEAS

    as
    1. Malatesta, Paul H., 1986. "Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least Squares," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(1), pages 27-38, March.
    2. Collins, Dw & Dent, Wt, 1984. "A Comparison Of Alternative Testing Methodologies Used In Capital-Market Research," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 48-84.
    3. McDonald, Bill, 1987. "Event Studies and Systems Methods: Some Additional Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(4), pages 495-504, December.
    4. Bernard, Vl, 1987. "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 1-48.
    5. Binder, Jj, 1985. "On The Use Of The Multivariate Regression-Model In Event Studies," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 370-383.
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    Cited by:

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    2. Brouwers, Roel & Schoubben, Frederiek & Van Hulle, Cynthia & Van Uytbergen, Steve, 2016. "The initial impact of EU ETS verification events on stock prices," Energy Policy, Elsevier, vol. 94(C), pages 138-149.
    3. repec:bla:germec:v:11:y:2010:i::p:302-335 is not listed on IDEAS
    4. Carl Pacini & William Hillison & David Marlett & Deanna Burgess, 2005. "Corporate governance and the market impact of the Financial Services Modernization act of 1999 on bank returns and trading volume," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 46-72, March.

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