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Econometric Properties Of Alternative Security Return Methods

Author

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  • BEAVER, WH

Abstract

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Suggested Citation

  • Beaver, Wh, 1981. "Econometric Properties Of Alternative Security Return Methods," Journal of Accounting Research, Wiley Blackwell, vol. 19(1), pages 163-184.
    • Handle: RePEc:bla:joares:v:19:y:1981:i:1:p:163-184
    DOI: http://hdl.handle.net/10.2307/2490967
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    Citations

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    Cited by:

    1. Bert Scholtens & Wijtze Peenstra, 2009. "Scoring on the stock exchange? The effect of football matches on stock market returns: an event study," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3231-3237.
    2. Denise M. Keele & Susan DeHart, 2011. "Partners of USEPA Climate Leaders: an Event Study on Stock Performance," Business Strategy and the Environment, Wiley Blackwell, vol. 20(8), pages 485-497, December.
    3. Jeffery A. Born & Seth C. Anderson, 1986. "A Comparison Of Intervention And Residual Analysis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 261-270, September.
    4. Moshfique Uddin & Agyenim Boateng, 2009. "An analysis of short‐run performance of cross‐border mergers and acquisitions," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 8(4), pages 431-453, October.
    5. Edward Jones & Jonathan Crook, 2009. "Wealth effects to bidding companies from regulatory interventions in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 19(8), pages 625-634.
    6. B. M. Burton & A. A. Lonie & D. M. Power, 2000. "The impact of corporate growth opportunities on the market response to new equity announcements," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 27-36.
    7. Bing Xiang, 1993. "The Choice of Return†Generating Models and Cross†Sectional Dependence in Event Studies," Contemporary Accounting Research, John Wiley & Sons, vol. 9(2), pages 365-394, March.
    8. Jianyu Ma & Mingzhai Geng & Yun Chu, 2016. "Model selection for merger and acquisition analysis in Asian emerging markets," International Journal of Revenue Management, Inderscience Enterprises Ltd, vol. 9(1), pages 40-56.
    9. Robin L. Dillon & Blake E. Johnson & M. Elisabeth Patè‐Cornell, 1999. "Risk Assessment Based on Financial Data: Market Response to Airline Accidents," Risk Analysis, John Wiley & Sons, vol. 19(3), pages 473-486, June.

    More about this item

    Keywords

    Stock returns; Stock return measure; Raw returns; Residual returns;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G30 - Financial Economics - - Corporate Finance and Governance - - - General

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