Board of Governors of the Federal Reserve System. Opinions expressed in this paper do not necessarily represent the official position of the Board of Governors of the Federal Reserve System or its staff. The author is thankful to Stephen Brown, Gregory Connor, Doug Diamond, Ian Domowitz, Phil Dybvig, Edwin Elton, Shelby Haberman, Milton Harris, Robert Hodrick, Ravi Jagannathan, Avner Kalay, Robert Korajczyk, Craig MacKinley, Steve Sharpe, René Stulz, and Joe Williams; and to the participants of the seminars at Columbia, Duke, Florida, Indiana, Michigan, Minnesota, NYU, UCLA, Toronto, Utah, Washington-Seattle, and at the American Financial Association, the Western Financial Association, and the Econometric Society meetings.
Value of Latent Information: Alternative Event Study Methods
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 1, pages 363–385, March 1993
How to Cite
ACHARYA, S. (1993), Value of Latent Information: Alternative Event Study Methods. The Journal of Finance, 48: 363–385. doi: 10.1111/j.1540-6261.1993.tb04715.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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