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Applied Economics Letters Volume 17, 2010 - Issue 12
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Original Articles

HAC standard errors and the event study methodology: a cautionary note

George S. Ford Phoenix Center for Advanced Legal & Economic Public Policy Studies, 5335 Wisconsin Avenue, NW, Suite 440, Washington, DC, 20015, USACorrespondence[email protected]
,
John D. Jackson Department of Economics, Auburn University, Auburn, AL, 36849, USA
&
Sarah J. Skinner Department of Economics and Finance, University of Louisiana at Lafayette, Lafayette, LA, 70504, USA
Pages 1153-1156 | Published online: 22 Jul 2009

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Wolfgang Breuer & Moritz Felde. (2015) Wealth effects of the Securities and Exchange Commission's ‘terror tool’. The European Journal of Finance 21:7, pages 527-547.
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Articles from other publishers (3)

Ralf Fendel & Frederik Neugebauer. (2019) Country-specific euro area government bond yield reactions to ECB’s non-standard monetary policy program announcements. German Economic Review 21:4, pages 417-474.
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George S. Ford. (2018) Stock Market Reactions to the Sprint-TMO Merger. SSRN Electronic Journal.
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Wolfgang Breuer & Moritz Felde. (2012) The SEC’s Publication of an Online Tool for Detecting Firms Doing Business in Countries Designated as State Sponsors of Terrorism: Short-Term Investor Reaction and Long-Term Consequences. SSRN Electronic Journal.
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