create a website

An extended event study methodology and its application in the HNA groups overseas market contraction. (2024). Wei, Yunjie ; Wang, Xiuzhenzi.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000782.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 41

References cited by this document

Cocites: 30

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Acharya, S. Value of latent information alternative event study methods. 1993 The Journal of Finance. 48 363-385

  2. Agrawal, A. ; Jaffe, J.F. ; Mandelker, G.N. The post-merger performance of acquiring firms: A Re-examination of an Anomaly. 1992 Journal of Finance. 47 1605-1621

  3. Anderson, J. ; Sutherland, D. ; Severe, S. An event study of home and host country patent generation in Chinese MNEs undertaking strategic asset acquisitions in developed markets. 2015 International Business Review. 24 758-771

  4. Ashley, J.W. Stock prices and changes in earnings and dividends: some empirical results. 1962 Journal of Political Economy. 70 82-85
    Paper not yet in RePEc: Add citation now
  5. Ball, R. ; Brown, P. An empirical evaluation of accounting income numbers. 1968 Journal of Accounting Research. 6 159-178

  6. Barker, C.A. Effective stock splits. 1956 Harvard Business Review. 34 101-106
    Paper not yet in RePEc: Add citation now
  7. Barker, C.A. Evaluation of stock dividends. 1958 Harvard Business Review. 36 99-114
    Paper not yet in RePEc: Add citation now
  8. Barker, C.A. Stock splits in a bull market. 1957 Harvard Business Review. 35 72-79
    Paper not yet in RePEc: Add citation now
  9. Brown, S.J. ; Warner, J.B. Using daily stock returns: The case of event studies. 1985 Journal of Financial Economics. 14 3-31

  10. Chung, C.C. ; Beamish, P.W. Investment mode strategy and expatriate strategy during times of economic crisis. 2012 Journal of International Management. 11 331-355
    Paper not yet in RePEc: Add citation now
  11. Corrado, J.C. A nonparametric test for abnormal security price performance in event studies. 1989 Journal of Financial Economics. 23 385-395

  12. Dimson, Elroy Risk measurement when shares are subject to infrequent trading. 1979 Journal of Financial Economics. 6 197-226

  13. Dolly, J.C. Characteristics and procedure of common stock split-ups. 1933 Harvard Business Review. 11 316-326
    Paper not yet in RePEc: Add citation now
  14. Eckbo, B.E. ; Maksimovic, V. ; Williams, J. Consistent estimation of cross-sectional models in event studies. 1990 Review of Financial Studies. 3 343-365

  15. Fama, E.F. ; Fisher, L. ; Jensen, M.C. ; Roll, R.W. The adjustment of stock prices to new information. 1969 International Economic Review. 10 1-21

  16. Fatum, R. ; Hutchison, M. Effectiveness of official daily foreign exchange market intervention operations in Japan. 2006 Journal of International Money and Finance. 25 199-219

  17. Fatum, R. ; Hutchison, M. Is intervention a signal of future monetary policy? evidence from the federal funds futures market. 1999 Journal of Money, Credit and Banking. 31 54-69

  18. Han, A. ; Hong, Y.M. ; Wang, S.Y. Impacts of financial crisis on state-owned commercial banks———an interval event study approach. 2009 Management Review. 21 53-61
    Paper not yet in RePEc: Add citation now
  19. Jarrell, G.A. ; Poulsen, A.B. The returns to acquiring firms in tender offers: evidence from three decades. 1989 Financial Management. 18 12-19
    Paper not yet in RePEc: Add citation now
  20. Jung-Ho, L. ; Ch, Li-Yu ; Sangcheol, S. How outside directors' human and social capital create value for corporate international investments. 2019 Journal of World Business. 54 93-106
    Paper not yet in RePEc: Add citation now
  21. Koenker, R.W. ; Bassett, G. Regression quantile. 1978 Econometrica. 46 33-50

  22. Kolari, J.W. ; Pynnonen, S. Nonparametric rank tests for event studies. 2011 Journal of Empirical Finance. 18 953-971

  23. Kothari, S.P., and J.B. Warner, 2005, Econometrics of event studies, in: B. Eckbo Espen, ed., Handbook of Corporate Finance: Empirical Corporate Finance (Handbooks in Finance Series, Elsevier, North-Holland), 3–36.
    Paper not yet in RePEc: Add citation now
  24. Myers, J.M. ; Bakay, A. Influence of stock split-ups on market price. 1948 Harvard Business Review. 26 251-255
    Paper not yet in RePEc: Add citation now
  25. Niederhoffer, V. The analysis of world event and stock price. 1971 The Journal of Business. 44 193-219

  26. Pananond, P. The changing dynamics of Thai multinationals after the Asian economic crisis. 2007 Journal of International Management. 13 356-375

  27. Pilotte, E. ; Manuel, T. The market's response to recurring events the case of stock splits. 1996 Journal of Financial Economics. 41 111-127
    Paper not yet in RePEc: Add citation now
  28. Pollitte, W.A. ; Miller, J.C. ; Yaprak, A. Returns to US firms from strategic alliances in China: A knowledge-based view. 2015 Journal of World Business. 50 144-148

  29. Rahman, M.M. ; Govindarajulu, Z.A. Modification of the test of Shapiro and Wilk for normality. 1997 Journal of Applied Statistics. 24 219-235
    Paper not yet in RePEc: Add citation now
  30. Royston, P. Approximating the Shapiro–Wilk W-test for non-normality. 1992 Statistics and Computing. 2 117-119
    Paper not yet in RePEc: Add citation now
  31. Schmid, S. ; Dauth, T. Does internationalization make a difference? Stock market reaction to announcements of international top executive appointments. 2014 Journal of World Business. 49 63-77

  32. Scholes, Myron ; Williams, Joseph Estimating betas from nonsynchronous data. 1977 Journal of Financial Economics. 12 309-328

  33. Seier, E. Comparison of tests for univariate normality. 2002 InterStat Statistical Journal. 1 1-17
    Paper not yet in RePEc: Add citation now
  34. Shapiro, S. ; Wilk, M.B. An analysis of variance test for normality. 1965 Biometrika. 52 591-611
    Paper not yet in RePEc: Add citation now
  35. Tao, F. ; Liu, X.H. ; Gao, L. ; Xia, E.J. Do cross-border mergers and acquisitions increase short-term market performance? The case of Chinese firms. 2017 International Business Review. 26 189-202

  36. Wan, D. ; Yang, T. ; Yang, X.G. IPO relative difficulty, M&A option and size effect. 2021 Journal of Asian Economics. 76 -

  37. Wang, Y.J. ; Daniel, L. How does crisis management in China differ from the West?: A review of the literature and directions for future research. 2020 Journal of International Management. 26 -

  38. Xu, X.H. ; Wang, F. ; Chen, X.H. ; Yang, G.J. Does managerial ability matter for cross-border M&As: Evidence from Chinese listed firms. 2021 Journal of Asian Economics. 74 -

  39. Zhang, X. Do mergers and acquisitions create value: Evidence from Chinese listed companies. 2003 Economic Research Journal. 20-29
    Paper not yet in RePEc: Add citation now
  40. Zhang, X. ; Yu, L.A. ; Wang, S.Y. ; Lai, K.K. Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method. 2009 Energy Economics. 31 768-778

  41. Zhu, P.F. ; Zhang, Z.Y. Unconditional quantile regression: literature review and empirical example. 2012 Statistical Research. 29 88-96
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The effects of free trade agreements on the stock market: Evidence from Vietnam. (2024). Pham, Huy ; Vu, Tuan Hung ; Mudalige, Priyantha ; Chu, Tuan ; Ramiah, Vikash ; Nguyen, Van ; Bui, Mai ; Le, Hanh.
    In: PLOS ONE.
    RePEc:plo:pone00:0294456.

    Full description at Econpapers || Download paper

  2. An extended event study methodology and its application in the HNA groups overseas market contraction. (2024). Wei, Yunjie ; Wang, Xiuzhenzi.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000782.

    Full description at Econpapers || Download paper

  3. Analysing the spillover effects of the South African Reserve Banks bond purchase programme. (2022). Choudhary, Rhea.
    In: Working Papers.
    RePEc:rbz:wpaper:11039.

    Full description at Econpapers || Download paper

  4. Analysing the spillover effects of the South African Reserve Banks bond purchase programme. (2022). Choudhary, Rhea.
    In: Working Papers.
    RePEc:rbz:wpaper:11025.

    Full description at Econpapers || Download paper

  5. The impact of regulators statement requesting EU insurers to suspend dividend distributions due to the COVID-19 pandemic on share prices. (2022). Erker, Enja.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:46:y:2022:i:1:p:83-107.

    Full description at Econpapers || Download paper

  6. Airline stock markets reaction to the COVID-19 outbreak and vaccines: An event study. (2022). Cr, Susana ; Martins, Antnio Miguel.
    In: Journal of Air Transport Management.
    RePEc:eee:jaitra:v:105:y:2022:i:c:s0969699722001004.

    Full description at Econpapers || Download paper

  7. A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks. (2021). Zhang, Wendong ; Chen, Chen-Ti ; Xiong, Tao.
    In: Food Policy.
    RePEc:eee:jfpoli:v:105:y:2021:i:c:s0306919221001287.

    Full description at Econpapers || Download paper

  8. The impact of unprofitable customer management strategies on shareholder value. (2020). Morgan, Neil A ; Rego, Lopo L ; Feng, Hui.
    In: Journal of the Academy of Marketing Science.
    RePEc:spr:joamsc:v:48:y:2020:i:2:d:10.1007_s11747-019-00686-2.

    Full description at Econpapers || Download paper

  9. Has stock exchange demutualization improved market quality? International evidence. (2020). Abukari, Kobana ; Otchere, Isaac.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00863-y.

    Full description at Econpapers || Download paper

  10. Are super stock exchange mergers motivated by efficiency or market power gains?. (2020). Abukari, Kobana ; Otchere, Isaac.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304883.

    Full description at Econpapers || Download paper

  11. The effects of environmental regulation on the stock market: the French experience. (2020). Pham, Huy ; Ramiah, Vikash ; Moosa, Imad ; Anh, Huy Nguyen.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:4:p:3279-3304.

    Full description at Econpapers || Download paper

  12. The Effects of Environmental Regulation on the Singapore Stock Market. (2019). Pham, Huy ; Ramiah, Vikash ; Nguyen, Van ; Mudalige, Priyantha ; Moosa, Imad.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:175-:d:290387.

    Full description at Econpapers || Download paper

  13. Good news for environmental self-regulation? Finding the right link. (2019). Khanna, Neha ; Wang, Yanbing ; Bogan, Vicki L ; Delgado, Michael S.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:94:y:2019:i:c:p:217-235.

    Full description at Econpapers || Download paper

  14. The effects of recent terrorist attacks on risk and return in commodity markets. (2019). Elliott, Robert ; Ramiah, Vikash ; Reddy, Krishna ; Veron, Jose Francisco ; Wallace, Damien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:13-22.

    Full description at Econpapers || Download paper

  15. Event study methodology in the marketing literature: an overview. (2017). Warren, Nooshin L ; Ertekin, Larisa ; Sorescu, Alina.
    In: Journal of the Academy of Marketing Science.
    RePEc:spr:joamsc:v:45:y:2017:i:2:d:10.1007_s11747-017-0516-y.

    Full description at Econpapers || Download paper

  16. Why do firms underwrite private placement shares of other firms? Case of Japanese firms. (2017). Otsubo, Minoru .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:41:y:2017:i:c:p:75-92.

    Full description at Econpapers || Download paper

  17. Using options to measure the full value-effect of an event: Application to Obamacare. (2016). Borochin, Paul ; Golec, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:1:p:169-193.

    Full description at Econpapers || Download paper

  18. Market impact of international sporting and cultural events. (2011). Serra, Ana Paula ; Martins, Antonio.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:4:p:382-416.

    Full description at Econpapers || Download paper

  19. How effective is European merger control?. (2011). Yurtoglu, Burcin ; Gugler, Klaus ; Duso, Tomaso.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:7:p:980-1006.

    Full description at Econpapers || Download paper

  20. Industry Concentration and Welfare: On the Use of Stock Market Evidence from Horizontal Mergers. (2010). Fridolfsson, Sven-Olof ; Stennek, Johan.
    In: Economica.
    RePEc:bla:econom:v:77:y:2010:i:308:p:734-750.

    Full description at Econpapers || Download paper

  21. Share Repurchases, the Clustering Problem, and the Free Cash Flow Hypothesis. (2009). Lin, Steve ; Tung, Samuel ; Strong, Norman ; Wang, Chuan-San.
    In: Financial Management.
    RePEc:bla:finmgt:v:38:y:2009:i:3:p:487-505.

    Full description at Econpapers || Download paper

  22. Undoing the powerful anti-takeover force of staggered boards. (2008). Nohel, Tom ; Kruse, Timothy A. ; Guo, Re-Jin.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:14:y:2008:i:3:p:274-288.

    Full description at Econpapers || Download paper

  23. Market Impact of International Sporting and Cultural Events. (2007). Serra, Ana Paula ; Martins, Antonio Miguel.
    In: Working Papers.
    RePEc:spe:wpaper:0720.

    Full description at Econpapers || Download paper

  24. Market Impact of International Sporting and Cultural Events. (2007). Serra, Ana Paula ; Martins, Antonio Miguel.
    In: FEP Working Papers.
    RePEc:por:fepwps:240.

    Full description at Econpapers || Download paper

  25. Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds. (2007). Scruggs, John T..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:2:p:220-247.

    Full description at Econpapers || Download paper

  26. REIT Splits and Dividend Changes: Tests of Signaling and Information Substitutability. (2006). LI, Qiang ; Ong, Seow ; Sun, Hua.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:33:y:2006:i:2:p:127-150.

    Full description at Econpapers || Download paper

  27. Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers. (2006). Stennek, Johan ; Fridolfsson, Sven-Olof.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5977.

    Full description at Econpapers || Download paper

  28. What motivates managers?: Evidence from organizational form changes. (2005). John, Kose ; Liu, Crocker H. ; Damodaran, Aswath.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:12:y:2005:i:1:p:1-26.

    Full description at Econpapers || Download paper

  29. The Impact of Takeover Offer Timing on the Measurement of Australian Bidder Gains: 1976 to 1995. (2004). .
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:29:y:2004:i:1_suppl:p:1-60.

    Full description at Econpapers || Download paper

  30. Event Study Tests: A brief survey. (2002). Serra, Ana Paula.
    In: FEP Working Papers.
    RePEc:por:fepwps:117.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-22 17:07:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.