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Applied Economics Letters Volume 2, 1995 - Issue 5
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Original Articles

Misspecification of the market model: the implications for event studies

J. Andrew Coutts
,
Terence C. Mills
&
Jennifer Roberts
Pages 163-165 | Published online: 05 Oct 2010

Citations (14)

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Read on this site (4)

Aristeidis Samitas, Dimitris Kenourgios & Peter Zounis. (2008) Athens’ Olympic Games 2004 impact on sponsors’ stock returns. Applied Financial Economics 18:19, pages 1569-1580.
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Raphael N. Markellos & Terence C. Mills. (2003) Asset pricing dynamics . The European Journal of Finance 9:6, pages 533-556.
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J. Cable & K. Holland. (1999) Modelling normal returns in event studies: a model-selection approach and pilot study. The European Journal of Finance 5:4, pages 331-341.
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A. W. DNES & J. S. SEATON. (1999) The regulation of electricity: results from an event study. Applied Economics 31:5, pages 609-618.
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Articles from other publishers (10)

Alberto Barroso Del Toro, Laura Vivas Crisol & Xavier Tort-Martorell. (2022) The Sustainability Narrative: A Multi Study Using Event Studies to Analyse the American Energy Companies Shareholder’s Reaction to Sustainability News. International Journal of Environmental Research and Public Health 19:23, pages 15489.
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Dimitris Gavalas, Theodoros Syriopoulos & Michael Tsatsaronis. (2022) COVID–19 impact on the shipping industry: An event study approach. Transport Policy 116, pages 157-164.
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Qian Wang & Eric W.T. Ngai. (2020) Event study methodology in business research: a bibliometric analysis. Industrial Management & Data Systems 120:10, pages 1863-1900.
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DAVID E. ALLEN, MICHAEL McALEER, ROBERT J. POWELL & ABHAY K. SINGH. (2018) NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS. Annals of Financial Economics 13:02, pages 1850008.
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Aysun Ficici, Bo Fan, C. Bülent Aybar & Lingling Wang. 2016. The Political Economy of Chinese Finance. The Political Economy of Chinese Finance 211 240 .
Bülent Aybar & Thanarerk Thanakijsombat. (2015) Financing decisions and gains from cross-border acquisitions by emerging-market acquirers. Emerging Markets Review 24, pages 69-80.
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Wang Li-ping. (2009) Empirical study on trade protection on textiles based on event analysis. Empirical study on trade protection on textiles based on event analysis.
João Duque & Inês Pinto. (2007) Regulatory disclosure via the internet: does it make financial markets more efficient?. Journal of Regulatory Economics 33:1, pages 5-19.
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J. Andrew Coutts. (2006) DISCUSSION OF THE IMPACT OF INVESTOR SOPHISTICATION ON PRICE REPONSES TO EARNINGS NEWS . Journal of Business Finance & Accounting 23:2, pages 237-241.
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David E. Allen, Michael McAleer, Robert J. Powell & Abhay Kumar-Singh. (2013) Nonparametric Multiple Change Point Analysis of the Global Financial Crisis. SSRN Electronic Journal.
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