PREDICTABLE EVENTS AND EXCESS RETURNS - THE CASE OF DIVIDEND ANNOUNCEMENTS

被引:100
作者
KALAY, A
LOEWENSTEIN, U
机构
[1] NYU,NEW YORK,NY 10003
[2] UNIV UTAH,SALT LAKE CITY,UT 84112
关键词
D O I
10.1016/0304-405X(85)90007-8
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:423 / 449
页数:27
相关论文
共 32 条
[31]   CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY [J].
ROLL, R .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (02) :129-176
[32]   ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J].
SCHOLES, M ;
WILLIAMS, J .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) :309-327