Event study: differenze tra le versioni

Versione delle 17:20, 19 mag 2021

Versione delle 20:23, 17 ott 2021

Riga 97:

===Contributi storici===

*{{cita pubblicazione|cognome=Fama|nome=Eugene F.|anno=1965|titolo=The Behavior of Stock Prices|url=https://archive.org/details/sim_the-journal-of-business_1965-01_38_1/page/34|rivista=Journal of Business|volume=38|numero=1|pp=34-105}}

*{{cita pubblicazione|cognome=Fama|nome=Eugene F.|anno=1970|titolo=Efficient Capital Markets: A Review of The Theory and Empirical Work|url=https://archive.org/details/sim_journal-of-finance_1970-05_25_2/page/383|rivista=Journal of Finance|volume=25|numero=2|pp=383-417}}

*{{cita pubblicazione|cognome=Fama|nome=Eugene F.|coautori=Lawrence Fisher, Michael C. Jensen e Richard Roll|anno=1969|titolo=The Adjustment of Stock Prices to New Information|url=https://archive.org/details/sim_international-economic-review_1969-02_10_1/page/n2|rivista=International Economic Review|volume=10|numero=1|pp=1-21}}

*{{cita pubblicazione|cognome=Mandelbrot|nome=Benoit|anno=1963|titolo=New Methods in Statistical Economics|url=https://archive.org/details/sim_journal-of-political-economy_1963-10_71_5/page/421|rivista=Journal of Political Economy|volume=71|numero=5|pp=421-440}}

===Rassegne della letteratura===

Riga 112:

*{{cita pubblicazione|cognome=Ikenberry|nome=David|coautori=Joseph Lakonishok e Theo Vermaelen|anno=1995|titolo=Market Underreaction to Open Market Share Repurchases|rivista=Journal of Financial Economics|volume=39|numero=1|pp=181-208}}

*{{cita pubblicazione|cognome=Jaffe|nome=Jeffrey F.|anno=1974|titolo=Special Information and Insider Trading|rivista=Journal of Business|volume=45|numero=2|pp=455-476}}

*{{cita pubblicazione|cognome=Lakonishok|nome=Joseph|coautori=Theo Vermaelen|anno=1990|titolo=Anomalous Price Behavior Around Repurchase Tender Offers|url=https://archive.org/details/sim_journal-of-finance_1990-06_45_2/page/455|rivista=Journal of Finance|volume=45|numero=2|pp=455-476}}

*{{cita pubblicazione|cognome=Loughran|nome=Tim|coautori=Anand Vijh|anno=1997|titolo=Do Long-Term Shareholders Benefit From Corporate Acquisitions?|url=https://archive.org/details/sim_journal-of-finance_1997-12_52_5/page/1765|rivista=Journal of Finance|volume=52|numero=5|pp=1765-1790}}

*{{cita pubblicazione|cognome=Meulbroek|nome=Lisa K.|anno=1992|titolo=An Empirical Analysis of Illegal Insider Trading|url=https://archive.org/details/sim_journal-of-finance_1992-12_47_5/page/1661|rivista=Journal of Finance|volume=47|numero=5|pp=1661-1699}}

*{{cita pubblicazione|cognome=Mikkelson|nome=Wayne H.|coautori=M. Megan Partch|anno=1986|titolo=Valuation Effects of Security Offerings and the Issuance Process|rivista=Journal of Financial Economics|volume=15|numero=1|pp=31-60}}

*{{cita pubblicazione|cognome=Roll|nome=Richard|anno=1986|titolo=The Hubris Hypothesis of Corporate Takeovers|url=https://archive.org/details/sim_the-journal-of-business_1986-04_59_2/page/197|rivista=Journal of Business|volume=59|numero=2|pp=197-216}}

*{{cita pubblicazione|cognome=Vermaelen|nome=Theo|anno=1981|titolo=Common Stock Repurchases and Market Signaling: An Empirical Study|rivista=Journal of Financial Economics|volume=9|numero=2|pp=138-183}}

===Metodologia===

*{{cita pubblicazione|cognome=Barber|nome=Brad M.|coautori=John D. Lyon|anno=1997|titolo=Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics|rivista=Journal of Financial Economics|volume=43|numero=3|pp=341-372}}

*{{cita pubblicazione|cognome=Carhart|nome=Mark M.|anno=1997|titolo=On the Persistence in Mutual Fund Performance|url=https://archive.org/details/sim_journal-of-finance_1997-03_52_1/page/57|rivista=Journal of Finance|volume=52|numero=1|pp=57-82}}

*{{cita pubblicazione|cognome=Fama|nome=Eugene F.|anno=1998|titolo=Market Efficiency, Long-Term Returns, and Behavioral Finance|rivista=Journal of Financial Economics|volume=49|numero=2|pp=283-306}}

*{{cita pubblicazione|cognome=Fama|nome=Eugene F.|coautori=Kenneth R. French|anno=1993|titolo=Common Factors in The Returns of Stocks and Bonds|rivista=Journal of Financial Economics|volume=33|numero=1|pp=3-56}}

*{{cita pubblicazione|cognome=Ibbotson|nome=Roger G.|anno=1975|titolo=Price Performance and Common New Issues|rivista=Journal of Financial Economics|volume=2|numero=3|pp=235-272}}

*{{cita pubblicazione|cognome=Lyon|nome=John D.|coautori=Brad M. Barber e Chih-Ling Tsai|anno=1999|titolo=Methods for Tests of Long-Run Abnormal Stock Returns|url=https://archive.org/details/sim_journal-of-finance_1999-02_54_1/page/165|rivista=Journal of Finance|volume=54|numero=1|pp=165-201}}

*{{cita pubblicazione|cognome=Mitchell|nome=Mark L.|coautori=Erik Stafford|anno=2000|titolo=Managerial Decisions and Long-Term Stock Price Performance|url=https://archive.org/details/sim_the-journal-of-business_2000-07_73_3/page/287|rivista=Journal of Business|volume=73|numero=3|pp=287-311}}

==Voci correlate==