Список литературы

1. Barber, B., and J. Lyon (1997), Detecting long-run abnormal stock returns: The empirical power and specification of test statistics, Journal of Financial Economics 43: 341-372.

2. Brav, A., (2000), Inference in long-horizon event studies: A Bayesian approach with application to initial public offerings, Journal of Finance 55: 1979-2016.

3. Brown S., Warner J. (1980), Measuring security price performance, Journal ofFinancial Economics, vol. 8: pp. 205-258

4. Carhart, M. On persistence in mutual fund performance. Journal of Finance. Vol. 52. Issue 1. (Mar. 1997), pp. 57–82.

5. Fama, E., (1998). Market efficiency, long-term returns, and behavioral finance. Journal of Financial Economics 49, 283–306.

6. Fama, E., French, K. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics. Vol. 33 (1993), pp. 3–56.

7. Jaffe, J., (1974). Special information and insider trading. Journal of Business 47, 411–42

8. Kothari S.P., Warner J.B. Econometrics of Event Studies. Handbook of Corporate Finance. Edited by Eckbo B.E. Elsevier. 2007. Ch.1, pp. 3-36.

9. Kothari, S., and J. Warner (1997), Measuring long-horizon security price performance, Journal of Financial Economics 43: 301-339.

10. Loughran, T., Ritter, J., (2000). Uniformly least powerful tests of market efficiency. Journal of Financial Economics 55, 361–389.

11. Lyon, J., B. Barber and C. Tsai (1999), Improved methods of tests of long-horizon abnormal stock returns, Journal of Finance 54: 165-201.

12. MacKinlay A.C. Event studies in Economic and Finance. Journal of Economic Literature. Vol. 35, No.1. (Mar. 1997), pp. 13-39.

13. Mandelker, G., (1974). Risk and return: The case of merging firms. Journal of Financial Economics 1, 303–335.

14. Mitchell, M., Stafford, E., (2000). Managerial decisions and long-term stock price performance. Journal of Business 73, 287–329.

15. Patell J. (1976), Corporate forecasts of earnings per share and stock price behavior: empirical tests, Journal of Accounting Research, vol. 14 (2): pp. 246-76.

1 Terry Masters, Angela B. «What is an event study?”, 2011. http://www.wisegeek.com/what-is-an-event-study.htm

2 S. P Khotari and Jerold B. Warner. “Econometrics of Event Studies". Empirical Corporate Finance, Volume A (Handbooks in Finance Series, Elsevier/North-Holland), Ch. 1, 2006

3 James S. Ang, Shaojun Zhang. "An Evaluation of Testing Procedures for Long Horizon Event Studies", Review of Quantitative Finance and Accounting, 23: 251–274, 2004

4Kothari S.P., Warner J.B. Econometrics of Event Studies. Handbook of Corporate Finance. Edited by Eckbo B.E. Elsevier. 2007. Ch.1, pp. 3-36.

5 Kothari, S., and J. Warner (1997), Measuring long-horizon security price performance, Journal of Financial Economics 43: 301-339.

6 Kothari, S., and J. Warner (1997), Measuring long-horizon security price performance, Journal of Financial Economics 43: 301-339.

7 Lyon, J., B. Barber and C. Tsai (1999), Improved methods of tests of long-horizon abnormal stock returns, Journal of Finance 54: 165-201.

8 Kothari S.P., Warner J.B. Econometrics of Event Studies. Handbook of Corporate Finance. Edited by Eckbo B.E. Elsevier. 2007. Ch.1, pp. 3-36.

9 MacKinlay A.C. Event studies in Economic and Finance. Journal of Economic Literature. Vol. 35, No.1. (Mar. 1997), pp. 13-39.

10 Fama, E., French, K. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics. Vol. 33 (1993), pp. 3–56.

11 Carhart, M. On persistence in mutual fund performance. Journal of Finance. Vol. 52. Issue 1. (Mar. 1997), pp. 57–82.

12 Kothari S.P., Warner J.B. Econometrics of Event Studies. Handbook of Corporate Finance. Edited by Eckbo B.E. Elsevier. 2007. Ch.1, pp. 3-36.

13 Barber, B., Lyon, J., 1997. Detecting long-run abnormal stock returns: The empirical power and specificationof test statistics. Journal of Financial Economics 43, 341–372.

14 Kothari, S., and J. Warner (1997), Measuring long-horizon security price performance, Journal of Financial Economics 43: 301-339.

15 Fama, E., (1998). Market efficiency, long-term returns, and behavioral finance. Journal of Financial Economics 49, 283–306.

16 Jaffe, J., (1974). Special information and insider trading. Journal of Business 47, 411–42

17 Mandelker, G., (1974). Risk and return: The case of merging firms. Journal of Financial Economics 1, 303–335.

18 Fama, E., (1998). Market efficiency, long-term returns, and behavioral finance. Journal of Financial Economics 49, 283–306.

19 Mitchell, M., Stafford, E., (2000). Managerial decisions and long-term stock price performance. Journal ofBusiness 73, 287–329.

20 Loughran, T., Ritter, J., (2000). Uniformly least powerful tests of market efficiency. Journal of Financial Economics 55, 361–389.

21 Brav, A., (2000), Inference in long-horizon event studies: A Bayesian approach with applicationto initial public offerings, Journal of Finance 55: 1979-2016.

22 BROWN, S. AND WARNER, J. (1980), Measuring security price performance, Journal ofFinancial Economics, vol. 8: pp. 205-258.

23 PATELL, J. (1976), Corporate forecasts of earnings per share and stock price behavior:empirical tests, Journal of Accounting Research, vol. 14 (2): pp. 246-76.