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Abnormal stock returns, for the event firm and its rivals, following the event firm's large one-day stock price drop
Susana Yu
, Dean Leistikow
Accounting and Finance
Research output
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Contribution to journal
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Article
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peer-review
5
Scopus citations
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Dive into the research topics of 'Abnormal stock returns, for the event firm and its rivals, following the event firm's large one-day stock price drop'. Together they form a unique fingerprint.
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Keyphrases
Stock Prices
100%
Abnormal Stock Returns
100%
Cumulative Abnormal Returns
100%
Price Drop
100%
Abnormal Returns
75%
Price Decline
75%
Stock Returns
50%
Daily Stock Return
50%
Design Methodology
25%
Significant Relationship
25%
S&P 500
25%
Intra-industry
25%
Statistical Significance
25%
Bid Price
25%
Prior Event
25%
Individual Stocks
25%
Market Model
25%
Industry Contagion
25%
Cross-sectional Averages
25%
Price Reversal
25%
Firm Returns
25%
Efficient Market Hypothesis
25%
Intra-industry Effect
25%
Industry Variables
25%
Economics, Econometrics and Finance
Capital Market Returns
100%
Stock Price
100%
Large Firm
100%
Industry
42%
Speculation
28%
Efficient Market Hypothesis
14%