Event study: differenze tra le versioni

Versione delle 20:23, 17 ott 2021

Versione delle 22:18, 17 gen 2022

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===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|url=https://archive.org/details/sim_journal-of-financial-economics_1997-03_43_3/page/341|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|url=https://archive.org/details/sim_journal-of-financial-economics_1998-08_49_2/page/n147|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|url=https://archive.org/details/sim_journal-of-financial-economics_1993-02_33_1/page/3|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}}