Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 7-Day Trial for You or Your Team.

Learn More →

DeepDyve requires Javascript to function. Please enable Javascript on your browser to continue.

Measuring security price performance using daily NASDAQ returns

Campbell, Cynthia J.; Wesley, Charles E.

Journal of Financial Economics , Volume 33 (1): 73-92 – Feb 1, 1993

Download PDF

Measuring security price performance using daily NASDAQ returns

Campbell, Cynthia J.; Wesley, Charles E.

Journal of Financial Economics , Volume 33 (1): 73-92 – Feb 1, 1993

Loading next page...

References

References for this paper are not available at this time. We will be adding them shortly, thank you for your patience.

Publisher: CrossRef
ISSN: 0304-405X
DOI: 10.1016/0304-405x(93)90025-7
Publisher site: See Article on Publisher Site

References

Cross-sectional dependence and problems of inference in market-based accounting research

Bernard,
Using daily stock returns: The case of event studies

Brown,
A nonparametric test for abnormal security-price performance in event studies

Corrado
The relation between the return interval and betas: Implications for the size effect

Handa,
Corporate forecasts of earnings per share and stock price behavior: Empirical tests

Patell,
Evidence on the presence and causes of serial correlation in market model residuals

Schwartz
Estimating betas from nonsynchronous data

Scholes,