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Using daily stock returns

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

Business, Finance, Financial Econometrics +11

Event Studies in Economics and Finance

A. Craig MacKinlay · Journal of Economic Literature · 1997 · 4.5K citations

Business, Economics, Finance +11

Risk Management: Coordinating Corporate Investment and Financing Policies

Kenneth Froot, David Scharfstein, Jeremy C. Stein · The Journal of Finance · 1993 · 3.1K citations

Business, Finance, Risk Management +15

The stochastic behavior of common stock variances Value, leverage and interest rate effects

Andrew Christie · Journal of Financial Economics · 1982 · 2.4K citations

Business, Economics, Finance +16

Event-study methodology under conditions of event-induced variance

Elleke Boehmer · Journal of Financial Economics · 1991 · 1.8K citations

Public Health, Biostatistics, Experimental Design +6