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A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach
Abstract
Thomas Dyckman, Donna Philbrick, Jens Stephan, A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach, Journal of Accounting Research, Vol. 22, Studies on Current Econometric Issues in Accounting Research (1984), pp. 1-30
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Cited by
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Groysberg, B., Lee, L.-E., & Nanda, A. (2008) · Management Science · doi:10.1287/mnsc.1070.0809 · Cited by 607
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Metadata
- Authors
- Dyckman, T., Philbrick, D., & Stephan, J.
- Venue
- Journal of Accounting Research
- Publisher
- JSTOR
- Published
- 1984
- Volume
- 22
- Pages
- 1
- ISSN
- 0021-8456 (ISSN-L)
- OpenAlex
- W2328664579
- Cited by
- 449
- References
- 0
- FWCI
- 8.67
- Type
- journal article
- Language
- en
- Open access
- closed
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- Dyckman, T., Philbrick, D., & Stephan, J. (1984). A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach. Journal of Accounting Research. https://doi.org/10.2307/2490855
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
