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Value of Latent Information: Alternative Event Study Methods

Citations

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Cited by:

  1. Xiong, Tao & Zhang, Wendong & Chen, Chen-Ti, 2021. "A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks," Food Policy, Elsevier, vol. 105(C).
  2. Enja Erker, 2022. "The impact of regulator's statement requesting EU insurers to suspend dividend distributions due to the COVID-19 pandemic on share prices," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 83-107.
  3. Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B., 2011. "How effective is European merger control?," European Economic Review, Elsevier, vol. 55(7), pages 980-1006.
  4. Huy Nguyen Anh Pham & Vikash Ramiah & Imad Moosa, 2020. "The effects of environmental regulation on the stock market: the French experience," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3279-3304, December.
  5. Guo, Re-Jin & Kruse, Timothy A. & Nohel, Tom, 2008. "Undoing the powerful anti-takeover force of staggered boards," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 274-288, June.
  6. Hui Feng & Neil A. Morgan & Lopo L. Rego, 2020. "The impact of unprofitable customer management strategies on shareholder value," Journal of the Academy of Marketing Science, Springer, vol. 48(2), pages 246-269, March.
  7. Rhea Choudhary, 2022. "Analysing the spillover effects of the South African Reserve Banks bond purchase programme," Working Papers 11025, South African Reserve Bank.
  8. Borochin, Paul & Golec, Joseph, 2016. "Using options to measure the full value-effect of an event: Application to Obamacare," Journal of Financial Economics, Elsevier, vol. 120(1), pages 169-193.
  9. Ramiah, Vikash & Wallace, Damien & Veron, Jose Francisco & Reddy, Krishna & Elliott, Robert, 2019. "The effects of recent terrorist attacks on risk and return in commodity markets," Energy Economics, Elsevier, vol. 77(C), pages 13-22.
  10. Otchere, Isaac & Abukari, Kobana, 2020. "Are super stock exchange mergers motivated by efficiency or market power gains?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
  11. Sven‐Olof Fridolfsson & Johan Stennek, 2010. "Industry Concentration and Welfare: On the Use of Stock Market Evidence from Horizontal Mergers," Economica, London School of Economics and Political Science, vol. 77(308), pages 734-750, October.
  12. Wang, Yanbing & Delgado, Michael S. & Khanna, Neha & Bogan, Vicki L., 2019. "Good news for environmental self-regulation? Finding the right link," Journal of Environmental Economics and Management, Elsevier, vol. 94(C), pages 217-235.
  13. Huy Pham & Van Nguyen & Vikash Ramiah & Priyantha Mudalige & Imad Moosa, 2019. "The Effects of Environmental Regulation on the Singapore Stock Market," JRFM, MDPI, vol. 12(4), pages 1-19, November.
  14. Alina Sorescu & Nooshin L. Warren & Larisa Ertekin, 2017. "Event study methodology in the marketing literature: an overview," Journal of the Academy of Marketing Science, Springer, vol. 45(2), pages 186-207, March.
  15. Scruggs, John T., 2007. "Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 14(2), pages 220-247, March.
  16. Ana Paula Serra, 2002. "Event Study Tests: A brief survey," FEP Working Papers 117, Universidade do Porto, Faculdade de Economia do Porto.
  17. António Martins & Ana Serra, 2011. "Market impact of international sporting and cultural events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 382-416, October.
  18. Chuan‐San Wang & Norman Strong & Samuel Tung & Steve Lin, 2009. "Share Repurchases, the Clustering Problem, and the Free Cash Flow Hypothesis," Financial Management, Financial Management Association International, vol. 38(3), pages 487-505, September.
  19. Damodaran, Aswath & John, Kose & Liu, Crocker H., 2005. "What motivates managers?: Evidence from organizational form changes," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 1-26, December.
  20. Martins, António Miguel & Cró, Susana, 2022. "Airline stock markets reaction to the COVID-19 outbreak and vaccines: An event study," Journal of Air Transport Management, Elsevier, vol. 105(C).
  21. David P. Simmonds, 2004. "The Impact of Takeover Offer Timing on the Measurement of Australian Bidder Gains: 1976 to 1995," Australian Journal of Management, Australian School of Business, vol. 29(1_suppl), pages 1-60, June.
  22. Wang, Xiuzhenzi & Wei, Yunjie & Wang, Linjun & Wang, Shouyang, 2024. "An extended event study methodology and its application in the HNA group's overseas market contraction," Journal of Asian Economics, Elsevier, vol. 94(C).
  23. Kobana Abukari & Isaac Otchere, 2020. "Has stock exchange demutualization improved market quality? International evidence," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 901-934, October.
  24. Qiang Li & Hua Sun & Seow Ong, 2006. "REIT Splits and Dividend Changes: Tests of Signaling and Information Substitutability," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 127-150, September.
  25. Otsubo, Minoru, 2017. "Why do firms underwrite private placement shares of other firms? Case of Japanese firms," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 75-92.
  26. Rhea Choudhary, 2022. "AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme," Working Papers 11039, South African Reserve Bank.
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