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abnormal return due Acharya bond call announcements bond floor call announcement effect call policy call postponement effect call price call the convertible convertible bond call CORPORATE EVENTS Corporate Policy Announcement coupon covariance DECISION OF CORPORATE dividend Econometric Econometricians eit n nit eit nit nit event study expected abnormal return Financial Economics firm Foreign Exchange Market G.F. Udell Gibbons-Binder Heckman implies indicator defining Interest Rate intertemporal investors Journal of Financial K.K. Lewis large sample bias law of large likelihood function MEASURE OF EXPECTED Mikkelson mt ft negative positive non-event non-zero normal return October l985 option outsiders p-value PENNSYLVANIA STATE UNIVERSITY plim positive negative prior probability probability of call probit model proposed measure proposed model Published in Journal R.C. Stapleton Salomon Brothers Center scalar seemingly unrelated regressions September 1986 SIMPLE MEASURE standard deviation Standard Error standard model Stock Price Reaction stock return Study of Financial variance matrix York University zero