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Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions

journal contribution
posted on 2021-10-01, 00:00 authored by Daisy DoanDaisy Doan, Piet Sercu
Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions

History

Journal

International Review of Financial Analysis

Volume

77

Article number

101854

Pagination

1-10

Location

Amsterdam, The Netherlands

Publisher DOI

ISSN

1057-5219

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Publisher

Elsevier

Usage metrics

    Research Publications

    Categories

    Keywords

    Event studyPost-event reactionAlmon distributed lagSerial acquisitionsDepartment of Accounting3502 Banking, finance and investment

    Licence

    All Rights Reserved

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