INVESTIGATING SECURITY-PRICE PERFORMANCE IN THE PRESENCE OF EVENT-DATE UNCERTAINTY

被引：26

作者：

BALL, CA ^{[1
]}

TOROUS, WN ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1988年 / 22卷 / 01期

关键词：

D O I：

10.1016/0304-405X(88)90025-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：123 / 153

页数：31

共 12 条

[1]

BEAVER WH, 1968, J ACCOUNTING RES S

[2]

BRENNAN MJ, 1987, MODEL STOCK SPLIT BE

[3] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J].

BROWN, SJ ;

WARNER, JB .

JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) :3-31

[4] MEASURING SECURITY PRICE PERFORMANCE [J].

BROWN, SJ ;

WARNER, JB .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) :205-258

[5]

CHRISTIE A, 1983, INFORMATION ARRIVAL

[6] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

RUBIN, DB .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38

[7]

Everitt B, 1981, FINITE MIXTURE DISTR

[8] THE VALUATION EFFECTS OF STOCK SPLITS AND STOCK DIVIDENDS [J].

GRINBLATT, MS ;

MASULIS, RW ;

TITMAN, S .

JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) :461-490

[9] PREDICTABLE EVENTS AND EXCESS RETURNS - THE CASE OF DIVIDEND ANNOUNCEMENTS [J].

KALAY, A ;

LOEWENSTEIN, U .

JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (03) :423-449

[10]

MASULIS RW, 1978, THESIS U CHICAGO CHI

← 1 2 →