Concepedia

Standardized Abnormal Returns

Standardized Abnormal Returns is a statistical metric in event study analysis that quantifies the deviation of an asset's return from its expected return, normalized by the standard deviation of prediction errors, to enable cross-sectional comparison of abnormal performance across time or firms.

663

Publications

55.3K

Citations

1.3K

Authors

706

Institutions

Publications per year

2017–2026

150

Parents

Publications

663

Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

Brad M. Barber, John D. Lyon · Journal of Financial Economics · 1997 · 2.9K citations

, , +16

Improved Methods for Tests of Long‐Run Abnormal Stock Returns

John D. Lyon, Brad M. Barber, Chih‐Ling Tsai · The Journal of Finance · 1999 · 1.9K citations

, , +13

Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?

Victor L. Bernard · Journal of Accounting Research · 1989 · 1.8K citations

, , +17

Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns

Nickolaos G. Travlos · The Journal of Finance · 1987 · 1.4K citations

, , +14

Determinants of market reactions to restatement announcements

Zoe‐Vonna Palmrose, Vernon J. Richardson, Susan Scholz · Journal of Accounting and Economics · 2003 · 1.1K citations

, , +16

1–5 of 663

Authors

1.3K

  1. VF
    Vyacheslav Fos

    Boston College, United States

    6 publications · 454 citations

    6

    h-index

  2. BM
    Brad M. Barber

    University of California, Davis, United States

    5 publications · 5.4K citations

    5

    h-index

  3. AG
    Alan Gregory

    University of Exeter, United Kingdom

    5 publications · 528 citations

    5

    h-index

  4. VJ
    Vernon J. Richardson

    University of Arkansas at Fayetteville, United States

    5 publications · 2.3K citations

    5

    h-index

  5. SP
    Seppo Pynnönen

    University of Vaasa, Finland

    5 publications · 716 citations

    5

    h-index

1–5 of 1.3K

Institutions

706

  1. National Bureau of Economic Research

    Cambridge, United States

    17 h-index

    34 publications

    5.5K citations

  2. European Corporate Governance Institute

    Brussels, Belgium

    13 h-index

    19 publications

    1.3K citations

  3. New York University

    New York, United States

    11 h-index

    16 publications

    3.3K citations

  4. Texas A&M University

    College Station, United States

    9 h-index

    11 publications

    2.5K citations

  5. The University of Texas at Austin

    Austin, United States

    9 h-index

    12 publications

    959 citations

  6. London Business School

    London, United Kingdom

    8 h-index

    8 publications

    697 citations

  7. University of Southern California

    Los Angeles, United States

    8 h-index

    11 publications

    5.9K citations

  8. University of Florida

    Gainesville, United States

    8 h-index

    13 publications

    839 citations

1–8 of 706

Venues

  1. SSRN Electronic Journal

    Repository · 135 publications · 6.7K citations

    39

    h-index

  2. The Journal of Finance

    21 publications · 7K citations

    19

    h-index

  3. Journal of Accounting Research

    JAR · 16 publications · 6.2K citations

    16

    h-index

  4. Journal of Business Finance &amp Accounting

    15 publications · 1K citations

    14

    h-index

  5. Financial Management

    FM · 14 publications · 923 citations

    13

    h-index

1–5