Keyword

abnormal returns

Description: Stock returns that differ from expected or benchmark returns, analyzed in finance and event studies of market responses.

Primary topic: Financial Markets and Investment Strategies (55%)

Wikidata ID: wiki/Q4668178

OpenAlex ID: keywords/abnormal-returns

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

1993 · NARASIMHAN JEGADEESH, SHERIDAN TITMAN · The Journal of Finance · 11,552

Illiquidity and stock returns: cross-section and time-series effects

2002 · Yakov Amihud · Journal of Financial Markets · 9,982

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Using daily stock returns

1985 · Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 6,497

Corporate Governance and Equity Prices

2003 · P. Gompers, J. Ishii, et al. · The Quarterly Journal of Economics · 6,110

Event Studies in Economics and Finance

1997 · A. Craig MacKinlay · RePEc: Research Papers in Economics · 4,623

Measuring security price performance

1980 · Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 3,330

What Matters in Corporate Governance?

2008 · Lucian Bebchuk, Alma Cohen, et al. · Review of Financial Studies · 2,898

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Technological Opportunity and Spillovers of R&D: Evidence from Firms' Patents, Profits and Market Value

1986 · Adam Jaffe · National Bureau of Economic Research · 2,808

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Evidence of Predictable Behavior of Security Returns

1990 · NARASIMHAN JEGADEESH · The Journal of Finance · 2,695

Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

1997 · Brad M. Barber, John D. Lyon · Journal of Financial Economics · 2,690

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 · WERNER F. M. De BONDT, RICHARD H. THALER · The Journal of Finance · 2,374

Limited attention, information disclosure, and financial reporting

2003 · David Hirshleifer, Siew Hong Teoh · Journal of Accounting and Economics · 2,331

Stock Returns and the Term Structure

1985 · John Y. Campbell · Journal of Financial Economics · 2,260

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In Search of Distress Risk

2008 · Szilagyi, Jan, Hilscher, Jens, et al. · RePEc: Research Papers in Economics · 2,228

Corporate tax avoidance and high-powered incentives

2005 · Mihir A. Desai, Dhammika Dharmapala · Journal of Financial Economics · 2,175

Corporate Cash Reserves and Acquisitions

1999 · Jarrad Harford · The Journal of Finance · 2,065

Evidence that stock prices do not fully reflect the implications of current earnings for future earnings

1990 · Victor L. Bernard, Jacob K. Thomas · Journal of Accounting and Economics · 2,010

The Geography of Investment: Informed Trading and Asset Prices

2001 · Joshua D. Coval, Tobias J. Moskowitz · Journal of Political Economy · 2,004

Quantifying Managerial Ability: A New Measure and Validity Tests

2011 · Peter Demerjian, Baruch Lev, et al. · Management Science · 1,891

Alliance capability, stock market response, and long‐term alliance success: the role of the alliance function

2002 · Prashant Kale, Jeffrey H. Dyer, et al. · Strategic Management Journal · 1,803

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1983 · Donald B. Keim · Journal of Financial Economics · 1,799

Luck versus Skill in the Cross‐Section of Mutual Fund Returns

2010 · EUGENE F. FAMA, KENNETH R. FRENCH · The Journal of Finance · 1,781

Corporate Governance and Acquirer Returns

2007 · RONALD W. MASULIS, CONG WANG, et al. · The Journal of Finance · 1,778

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Event-study methodology under conditions of event-induced variance

1991 · E Boehmer · Journal of Financial Economics · 1,774

Market underreaction to open market share repurchases

1995 · David Ikenberry, Josef Lakonishok, et al. · Journal of Financial Economics · 1,737

Works count: 36,130

Citation count: 546,000