Long-run post-event returns in global stock markets
Datos Bibliográficos
| ID | 21409999 |
|---|---|
| Autores | Hendrik Bessembinder (0000-0001-5695-2228, Arizona State University, autor de correspondencia), Michael J Cooper (0000-0002-7928-1452, University of Utah), Wei Jiao (0000-0003-0660-1408, Rutgers Sexual and Reproductive Health and Rights), Feng Zhang (0000-0002-7444-1103, Southern Methodist University) |
| Año | 2025 |
| Volumen | 56 |
| Número | 9 |
| Páginas | 1150-1169 |
| Fecha de publicación | 2025-12-01 |
| Peer Reviewed | Sí |
| Open Access | Sí |
| Tipo | ARTICLE |
| Revista | Journal of International Business Studies (JOURNAL) |
| Identificadores de la revista | ISSN: 0047-2506 • E-ISSN: 1478-6990 |
| Editorial | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1057/s41267-025-00810-1 |
| OpenAlex | W4415465037 |
| Idioma | EN |
| Referencias citadas | 62 |
Benchmarking · Capital market · Corporate Finance · Corporate governance · Dividend · Emerging markets · Equity (law) · Financial market · Stock (firearms) · Financial Markets and Investment Strategies · Insurance and Financial Risk Management · Market Dynamics and Volatility
A five-factor asset pricing model
Event studies in international finance research
Financial literacy and stock market participation
Risk, Return, and Equilibrium
Market Liquidity and Performance Monitoring
Financial Development, Growth, and the Distribution of Income
Performance Pay and Top-Management Incentives
| Velocidad de citación | historical |
|---|---|
| Altamente citado | No |