This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Adnan, A., Hossain, A., Adnan, A., Hossain, A.., 2016. Impact of M&A announcement on acquiring and target firm’s stock price: An event analysis approach. International Journal of Finance and Accounting, No. 5(5), pp.228-232.AdnanA.HossainA.AdnanA.HossainA..,2016.Impact of M&A announcement on acquiring and target firm’s stock price: An event analysis approach., No.5(5), pp.228-232.Search in Google Scholar
Aktas, N., de Bodt, E., Cousin, J.-G., 2007. Event studies with a contaminated estimation period. Journal of Corporate Finance, No.13(1), pp.129-145. https://doi.org/10.1016/j.jcorpfin.2006.09.001AktasN.de BodtE.CousinJ.-G.,2007.Event studies with a contaminated estimation period., No.13(1), pp.129-145. https://doi.org/10.1016/j.jcorpfin.2006.09.001Open DOISearch in Google Scholar
A. Craig MacKinlay, 1997. Event Studies in Economics and Finance, Journal of Economic Literature, 1997, vol. 35, Issue 1, pp.13-39.Craig MacKinlayA.,1997.Event Studies in Economics and Finance,,1997, vol.35, Issue1, pp.13-39.Search in Google Scholar
Barber, B.M., Lyon, J.D., 1997. Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. Journal of Financial Economics, No. 43, pp.341-372.BarberB.M.LyonJ.D.,1997.Detecting long-run abnormal stock returns: The empirical power and specification of test statistics., No.43, pp.341-372.Search in Google Scholar
Binder, J., 1998. The event study methodology since 1969. Review of Quantitative Finance and Accounting, No. 11(2), pp.111-137. https://doi.org/10.1023/A:1008295500105BinderJ.,1998.The event study methodology since 1969., No.11(2), pp.111-137. https://doi.org/10.1023/A:1008295500105Open DOISearch in Google Scholar
Brown, S.J., Warner, J. B., 1980. Measuring security price performance. Journal of Financial Economics, No. 8, pp.205-258.BrownS.J.WarnerJ. B.,1980.Measuring security price performance., No.8, pp.205-258.Search in Google Scholar
Brown, S.J., Warner, J.B., 1985. Using daily stock returns: The case of event studies. Journal of Financial Economics, No. 14, pp.3-31.BrownS.J.WarnerJ.B.,1985.Using daily stock returns: The case of event studies., No.14, pp.3-31.Search in Google Scholar
Bruner, R.F., 1999. An analysis of value destruction and recovery in the alliance and proposed merger of Volvo and Renault. Journal of Financial Economics, No. 51, pp.125-166.BrunerR.F.,1999.An analysis of value destruction and recovery in the alliance and proposed merger of Volvo and Renault., No.51, pp.125-166.Search in Google Scholar
Carlson, M., Fisher, A., Giammarino, R.O.N., 2006. Corporate investment and asset price dynamics: Implications for SEO event studies and long run performance. Journal of Finance, No. 61, pp.1009-1034.CarlsonM.FisherA.GiammarinoR.O.N.,2006.Corporate investment and asset price dynamics: Implications for SEO event studies and long run performance., No.61, pp.1009-1034.Search in Google Scholar
Corrado, Charles J., 2010. Event Studies: A Methodology Review, SSRN, pp.1-36, http://dx.doi.org/10.2139/ssrn.1441581CorradoCharles J.,2010.Event Studies: A Methodology Review,, pp.1-36, http://dx.doi.org/10.2139/ssrn.1441581Open DOISearch in Google Scholar
Drobtz, W., Kammermann, M., Walchli, 2005. Long-run performance of initial public offerings: the evidence for Switzerland, Schmalebach Business Review, Vol. 57, pp.253-275DrobtzW.KammermannM.Walchli,2005.Long-run performance of initial public offerings: the evidence for Switzerland,, Vol.57, pp.253-275Search in Google Scholar
Dutta, A., 2014. Investigating Long-Run Stock Returns after Corporate Events: the UK Evidence. Corporate Ownership and Control, Vol. 12 (1), pp.298-307.DuttaA.,2014.Investigating Long-Run Stock Returns after Corporate Events: the UK Evidence., Vol.12(1), pp.298-307.Search in Google Scholar
Espenlaub, S., Gregory, A., Tonks, I., 2000. Re-assessing the long-term under-performance of UK Initial Public Offerings. European Financial Management, Vol. 6(3), pp.319-342. https://doi.org/10.1111/1468-036X.00127EspenlaubS.GregoryA.TonksI.,2000.Re-assessing the long-term under-performance of UK Initial Public Offerings., Vol.6(3), pp.319-342. https://doi.org/10.1111/1468-036X.00127Open DOISearch in Google Scholar
Dutta, S., Jog, V., 2009. The long-term performance of acquiring firms: A reexamination of an anomaly. Journal of Banking & Finance, No. 33, pp.1400-1412.DuttaS.JogV.,2009.The long-term performance of acquiring firms: A reexamination of an anomaly., No.33, pp.1400-1412.Search in Google Scholar
El Ghoul, S., Guedhami, O., Mansi, S.A., Sy, O., 2023. Event studies in international finance research. Journal of International Business Studies, No.54, pp.344-364. https://doi.org/10.1057/s41267-022-00534-6.El GhoulS.GuedhamiO.MansiS.A.SyO.,2023.Event studies in international finance research., No.54, pp.344-364. https://doi.org/10.1057/s41267-022-00534-6.Open DOISearch in Google Scholar
Fama, E.F., 1998. Market efficiency, long-term returns and behavioral finance, Journal of Financial Economics, No. 49, pp.283-306.FamaE.F.,1998.Market efficiency, long-term returns and behavioral finance,, No.49, pp.283-306.Search in Google Scholar
Fama, E.F., French, K.R., 1993. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, No. 33, pp.3-56.FamaE.F.FrenchK.R.,1993.Common risk factors in the returns on stocks and bonds., No.33, pp.3-56.Search in Google Scholar
Gregory, A., 1997. An Examination of the long run performance of UK acquiring firms. Journal of Business Finance & Accounting, No. 24, pp.971-1002.GregoryA.,1997.An Examination of the long run performance of UK acquiring firms., No.24, pp.971-1002.Search in Google Scholar
Gregory, A., Guermat C., Al-Shawraweh, 2010. UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing. Journal of Business Finance and Accounting, Vol. 37(5-6), pp.612-647GregoryA.GuermatC.Al-Shawraweh,2010.UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing., Vol.37(5-6), pp.612-647Search in Google Scholar
Homan, A.C., 2006. The Impact of 9/11 on financial risk, volatility and returns of marine firms. Maritime Economics & Logistics, Vol. 8, pp.387-401.HomanA.C.,2006.The Impact of 9/11 on financial risk, volatility and returns of marine firms., Vol.8, pp.387-401.Search in Google Scholar
Ibbotson, R.G., Jeffrey F. Jaffe, 1975. Hot Issue Markets. The Journal of Finance, pp.1027-1042IbbotsonR.G.JaffeJeffrey F.,1975.Hot Issue Markets., pp.1027-1042Search in Google Scholar
Johannesen, N., Larsen, D.T., 2016. The power of financial transparency: An event study of country-bycountry reporting standards. Economics Letters, Vol. 145, pp.120-122.JohannesenN.LarsenD.T.,2016.The power of financial transparency: An event study of country-bycountry reporting standards., Vol.145, pp.120-122.Search in Google Scholar
Kothari, S.P., Warner, B., 1997. Measuring long-horizon security price performance, Journal of Financial Economics, No. 43, pp.301-339.KothariS.P.WarnerB.,1997.Measuring long-horizon security price performance,, No.43, pp.301-339.Search in Google Scholar
Kothari, S.P., Warner, B., 2007. Econometrics of events studies, handbook of corporate finance: Empirical Corporate Finance, Vol. 1, Elsevier North Holland, Amsterdam, pp.3-36.KothariS.P.WarnerB.,2007.Econometrics of events studies, handbook of corporate finance:, Vol.1,Elsevier North Holland,Amsterdam, pp.3-36.Search in Google Scholar
Kritzman, M.P., 1994. What practitioners need to know… about event studies. Financial Analysts Journal, Vol. 50(6), pp.17-20. https://doi.org/10.2469/faj.v50.n6.17KritzmanM.P.,1994.What practitioners need to know… about event studies., Vol.50(6), pp.17-20. https://doi.org/10.2469/faj.v50.n6.17Open DOISearch in Google Scholar
Lambertides, N,. 2009. Sudden CEO vacancy and the long-run economic consequences. Managerial Finance, No. 35, pp.645-661.LambertidesN,.2009.Sudden CEO vacancy and the long-run economic consequences., No.35, pp.645-661.Search in Google Scholar
Levis, M., 1993. The Long-Run Performance of Initial Public Offerings: The UK experience 1980-1988, Financial Management, pp.28-41.LevisM.,1993.The Long-Run Performance of Initial Public Offerings: The UK experience 1980-1988,, pp.28-41.Search in Google Scholar
Loughran, T., Ritter, J.R., 1995. The new issues puzzle. Journal of Finance, No. 50, pp.23-51.LoughranT.RitterJ.R.,1995.The new issues puzzle., No.50, pp.23-51.Search in Google Scholar
Lyon, J.D., Barber, B.M., Tsai, C., 1999. Improved Methods for Tests of Long-Run Abnormal Stock Returns, Journal of Finance, Vol. 54, pp.165-201.LyonJ.D.BarberB.M.TsaiC.,1999.Improved Methods for Tests of Long-Run Abnormal Stock Returns,, Vol.54, pp.165-201.Search in Google Scholar
Miyajima, H., Yafeh, Y., 2007. Japan’s banking crisis: An event-study perspective. Journal of Banking & Finance, Vol. 31(9), pp.2866-2885. https://doi.org/10.1016/j.jbankfin.2007.03.006MiyajimaH.YafehY.,2007.Japan’s banking crisis: An event-study perspective., Vol.31(9), pp.2866-2885. https://doi.org/10.1016/j.jbankfin.2007.03.006Open DOISearch in Google Scholar
Ritter, J.R., 1991. The long run performance of initial public offerings. Journal of Finance, No. 46, pp.3-27.RitterJ.R.,1991.The long run performance of initial public offerings., No.46, pp.3-27.Search in Google Scholar
Sharif, A., Aloui, C., Yarovaya, L., 2020. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. International Review of Financial Analysis, No. 70, pp.101496. https://doi.org/10.1016/j.irfa.2020.101496SharifA.AlouiC.YarovayaL.,2020.COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach., No.70, pp.101496. https://doi.org/10.1016/j.irfa.2020.101496Open DOISearch in Google Scholar
Small, K., Ionici, O., Zhu, H., 2007. Size Does Matter: An Examination of the Economic Impact of Sarbanes-Oxley. Review of Business, No. 27, pp.47-55.SmallK.IoniciO.ZhuH.,2007.Size Does Matter: An Examination of the Economic Impact of Sarbanes-Oxley., No.27, pp.47-55.Search in Google Scholar
Sorescu, A., Warren, N.L., Ertekin, L., 2017. Event study methodology in the marketing literature: An overview. Journal of the Academy of Marketing Science, Vol. 45(2), pp.186-207. https://doi.org/10.1007/s11747-017-0516-y.SorescuA.WarrenN.L.ErtekinL.,2017.Event study methodology in the marketing literature: An overview., Vol.45(2), pp.186-207. https://doi.org/10.1007/s11747-017-0516-y.Open DOISearch in Google Scholar
Weber, J., Willenborg, M., Zhang, J., 2008. Does auditor reputation matter? The case of KPMG Germany and ComROAD AG. Journal of Accounting Research, Vol. 46, pp.941-972.WeberJ.WillenborgM.ZhangJ.,2008.Does auditor reputation matter? The case of KPMG Germany and ComROAD AG., Vol.46, pp.941-972.Search in Google Scholar
Teoh, S.H., Welch, I., Wong, T.J., 1998. Earnings management and the underperformance of sea-sonedequity offerings. Journal of Financial Economics, No.50, pp.63-99TeohS.H.WelchI.WongT.J.,1998.Earnings management and the underperformance of sea-sonedequity offerings., No.50, pp.63-99Search in Google Scholar
Yarovaya, L., Mirza, N., Abaidi, J., Hasnaoui, A., 2021. Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic. International Review of Economics & Finance, Vol.71, pp.584-591. https://doi.org/10.1016/j.iref.2020.09.017.YarovayaL.MirzaN.AbaidiJ.HasnaouiA.,2021.Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic., Vol.71, pp.584-591. https://doi.org/10.1016/j.iref.2020.09.017.Open DOISearch in Google Scholar
Yousfi, M., Ben Zaied, Y., Ben Cheikh, N., Ben Lahouel, B., Bouzgarrou, H., 2021. Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves. Technological Forecasting and Social Change, Vol. 167, pp.120710. https://doi.org/10.1016/j.techfore.2021.120710.YousfiM.Ben ZaiedY.Ben CheikhN.Ben LahouelB.BouzgarrouH.,2021.Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves., Vol.167, pp.120710. https://doi.org/10.1016/j.techfore.2021.120710.Open DOISearch in Google Scholar