All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms

By Scott E. Harrington, David G. Shrider. Journal of Financial and Quantitative Analysis, 2007

128 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3be1194859d563f6e893504d464a44943e929348

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Citations in the corpus

• The impact of monetary policy announcements on the stock price of large European banks during the financial crisis (2015, methodology): “…considering as significant a null value creation or destruction, we follow the approach first proposed by Mikkelson and Partch (1988) and then adopted in some recent studies (e.g., Harrington and Shrider, 2007; Mentz and Schierek, 2008), suggesting using the Boehmer et al. (1991) test statistic.”