articleTop 1% cited
Measuring security price performance
Journal of Financial Economics · 1980 · Vol. 8(3) · pp. 205–258
Stephen J. Brown✉Jerold B. Warner(University of Rochester)
Financial Markets and Investment StrategiesAuditing, Earnings Management, GovernanceCorporate Finance and GovernanceEconometricsEvent studyComputer scienceVariety (cybernetics)Measure (data warehouse)Abnormal returnStock marketEvent (particle physics)Security marketFocus (optics)
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References
Techniques for Testing the Constancy of Regression Relationships Over Time
Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 4,955 citations
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
Journal of Financial Economics · 1977 · 3,064 citations
Estimating betas from nonsynchronous data
Journal of Financial Economics · 1977 · 2,840 citations
Risk, Return, and Equilibrium: Empirical Tests
Journal of Political Economy · 1973 · 14,974 citations
Nonparametrics: Statistical Methods Based on Ranks
Technometrics · 1979 · 3,371 citations
Nonparametrics: Statistical Methods Based on Ranks.
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