Determining the effectiveness of consumer boycotts: A stock price analysis of their impact on corporate targets

Using daily stock returns

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1985 · 6.6K citations

Business, Finance, Financial Econometrics +11

The Adjustment of Stock Prices to New Information

Eugene F. Fama, Lawrence Fisher, Michael C. Jensen et al. · International Economic Review · 1969 · 3.6K citations

Business, Business Economics, Economics +10

Measuring security price performance

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1980 · 3.4K citations

Business, Business Economics, Cybersecurity +10

The Adjustment of Stock Prices to New Information

Eugene F. Fama, Lawrence Fisher, Michael C. Jensen et al. · SSRN Electronic Journal · 2003 · 3.1K citations · Full text

Business, Business Economics, Economics +10

Estimating betas from nonsynchronous data

Myron S. Scholes, Joseph Williams · Journal of Financial Economics · 1977 · 2.8K citations

Natural Sciences, Biostatistics, Econometrics +6