FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123671323> ?p ?o ?g. }

• W3123671323 endingPage "482" @default.
• W3123671323 startingPage "466" @default.
• W3123671323 abstract "The anomalies literature suggests that pricing is biased systematically for securities grouped by certain characteristics. If these characteristics are related to selection in an event study sample, imprecise predictions of an event study method may produce erroneous results. This paper performs simulations to compare a battery of short-run event study prediction and testing methods where samples are grouped by market equity, prior returns, book-to-market, and earnings-to-price ratios. Significant statistical errors are reported for both standard and newer methods, including three- and four-factor models. A characteristic-based benchmark model produces the least biased returns with the least rejection errors in all samples." @default.
• W3123671323 created "2021-02-01" @default.
• W3123671323 creator A5079586064 @default.
• W3123671323 date "2009-06-01" @default.
• W3123671323 modified "2023-10-01" @default.
• W3123671323 title "Sample selection and event study estimation" @default.
• W3123671323 cites W1525757289 @default.
• W3123671323 cites W1532673236 @default.
• W3123671323 cites W1965145201 @default.
• W3123671323 cites W1980163565 @default.
• W3123671323 cites W1995834279 @default.
• W3123671323 cites W2003704326 @default.
• W3123671323 cites W2023006733 @default.
• W3123671323 cites W2028513078 @default.
• W3123671323 cites W2047134779 @default.
• W3123671323 cites W2061621110 @default.
• W3123671323 cites W2064067537 @default.
• W3123671323 cites W2071511656 @default.
• W3123671323 cites W2094442264 @default.
• W3123671323 cites W2101346776 @default.
• W3123671323 cites W2101755808 @default.
• W3123671323 cites W2111255674 @default.
• W3123671323 cites W2112315720 @default.
• W3123671323 cites W2116347131 @default.
• W3123671323 cites W2119621677 @default.
• W3123671323 cites W2122771956 @default.
• W3123671323 cites W2126806822 @default.
• W3123671323 cites W2128778916 @default.
• W3123671323 cites W2158639100 @default.
• W3123671323 cites W2161824897 @default.
• W3123671323 cites W2168591193 @default.
• W3123671323 cites W2796200765 @default.
• W3123671323 cites W2890913069 @default.
• W3123671323 cites W3121300545 @default.
• W3123671323 cites W3121518808 @default.
• W3123671323 cites W3121925006 @default.
• W3123671323 cites W3122328496 @default.
• W3123671323 cites W3123682246 @default.
• W3123671323 cites W3123753686 @default.
• W3123671323 cites W3124696970 @default.
• W3123671323 cites W3125688363 @default.
• W3123671323 cites W4232111244 @default.
• W3123671323 cites W4234726032 @default.
• W3123671323 cites W4248283403 @default.
• W3123671323 cites W4251104856 @default.
• W3123671323 cites W4255521153 @default.
• W3123671323 doi "https://doi.org/10.1016/j.jempfin.2009.01.003" @default.
• W3123671323 hasPublicationYear "2009" @default.
• W3123671323 type Work @default.
• W3123671323 sameAs 3123671323 @default.
• W3123671323 citedByCount "127" @default.
• W3123671323 countsByYear W31236713232012 @default.
• W3123671323 countsByYear W31236713232013 @default.
• W3123671323 countsByYear W31236713232014 @default.
• W3123671323 countsByYear W31236713232015 @default.
• W3123671323 countsByYear W31236713232016 @default.
• W3123671323 countsByYear W31236713232017 @default.
• W3123671323 countsByYear W31236713232018 @default.
• W3123671323 countsByYear W31236713232019 @default.
• W3123671323 countsByYear W31236713232020 @default.
• W3123671323 countsByYear W31236713232021 @default.
• W3123671323 countsByYear W31236713232022 @default.
• W3123671323 countsByYear W31236713232023 @default.
• W3123671323 crossrefType "journal-article" @default.
• W3123671323 hasAuthorship W3123671323A5079586064 @default.
• W3123671323 hasConcept C10138342 @default.
• W3123671323 hasConcept C105795698 @default.
• W3123671323 hasConcept C118315980 @default.
• W3123671323 hasConcept C119857082 @default.
• W3123671323 hasConcept C121332964 @default.
• W3123671323 hasConcept C12559387 @default.
• W3123671323 hasConcept C12958728 @default.
• W3123671323 hasConcept C13280743 @default.
• W3123671323 hasConcept C149782125 @default.
• W3123671323 hasConcept C151730666 @default.
• W3123671323 hasConcept C162324750 @default.
• W3123671323 hasConcept C17744445 @default.
• W3123671323 hasConcept C185592680 @default.
• W3123671323 hasConcept C185798385 @default.
• W3123671323 hasConcept C198531522 @default.
• W3123671323 hasConcept C199539241 @default.
• W3123671323 hasConcept C199728807 @default.
• W3123671323 hasConcept C205649164 @default.
• W3123671323 hasConcept C2779343474 @default.
• W3123671323 hasConcept C2779662365 @default.
• W3123671323 hasConcept C2781426361 @default.
• W3123671323 hasConcept C33923547 @default.
• W3123671323 hasConcept C41008148 @default.
• W3123671323 hasConcept C43617362 @default.
• W3123671323 hasConcept C62520636 @default.
• W3123671323 hasConcept C81917197 @default.
• W3123671323 hasConcept C86803240 @default.
• W3123671323 hasConcept C87007009 @default.
• W3123671323 hasConcept C93959086 @default.
• W3123671323 hasConceptScore W3123671323C10138342 @default.
• W3123671323 hasConceptScore W3123671323C105795698 @default.
• W3123671323 hasConceptScore W3123671323C118315980 @default.
• W3123671323 hasConceptScore W3123671323C119857082 @default.

• next