return stock event market firm day abnormal announcement price portfolio change sample percent information effect date period month test

0.59 Anup Agrawal Mark A. Chen, Do Analyst Conflicts Matter? Evidence from Stock Recommendations, Journal of Law and Economics, 2008.
0.53 Haidan Li Morton Pincus Sonja Olhoft Rego, Market Reaction to Events Surrounding the Sarbanes‐Oxley Act of 2002 and Earnings Management, Journal of Law and Economics, 2008.
0.42 Jonathan M. Karpoff John R. Lott_ Jr., The Reputational Penalty Firms Bear from Committing Criminal Fraud, Journal of Law and Economics, 1993.
0.41 Jonathan M. Karpoff John R. Lott_ Jr., On the Determinants and Importance of Punitive Damage Awards, Journal of Law and Economics, 1999.
0.40 John S. Hughes Wesley A. Magat William E. Ricks, The Economic Consequences of the OSHA Cotton Dust Standards: An Analysis of Stock Price Behavior, Journal of Law and Economics, 1986.
0.37 Benjamin C. Ayers C. Bryan Cloyd John R. Robinson, “Read My Lips … ”: Does the Tax Rhetoric of Presidential Candidates Affect Security Prices?, Journal of Law and Economics, 2005.
0.35 Victor Stango, Strategic Responses to Regulatory Threat in the Credit Card Market, Journal of Law and Economics, 2003.
0.35 Sara Fisher Ellison Wallace P. Mullin, Gradual Incorporation of Information: Pharmaceutical Stocks and the Evolution of President Clinton’s Health Care Reform, Journal of Law and Economics, 2001.
0.33 Katherine Schipper Rex Thompson Roman L. Weil, Disentangling Interrelated Effects of Regulatory Changes on Shareholder Wealth: The Case of Motor Carrier Deregulation, Journal of Law and Economics, 1987.
0.32 Jonathan M. Karpoff John R. Lott_ Jr.Eric W. Wehrly, The Reputational Penalties for Environmental Violations: Empirical Evidence, Journal of Law and Economics, 2005.
0.26 David Dranove Chris Olsen, The Economic Side Effects of Dangerous Drug Announcements, Journal of Law and Economics, 1994.
0.26 Jean‐Claude Bosch E. Woodrow Eckard Vijay Singal, The Competitive Impact of Air Crashes: Stock Market Evidence, Journal of Law and Economics, 1998.
0.22 Messod D. Beneish, The Effect of Regulatory Changes in the Airline Industry on Shareholders' Wealth, Journal of Law and Economics, 1991.
0.22 G. William Schwert, Using Financial Data to Measure Effects of Regulation, Journal of Law and Economics, 1981.
0.22 George Bittlingmayer, The Stock Market and Early Antitrust Enforcement, Journal of Law and Economics, 1993.
0.22 John J. Binder, The Sherman Antitrust Act and the Railroad Cartels, Journal of Law and Economics, 1988.
0.21 Cindy R. Alexander, On the Nature of the Reputational Penalty for Corporate Crime: Evidence, Journal of Law and Economics, 1999.
0.21 Mary Margaret Frank James M. Poterba Douglas A. Shackelford John B. Shoven, Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry, Journal of Law and Economics, 2004.
0.21 Mark L. Mitchell Michael T. Maloney, Crisis in the Cockpit? The Role of Market Forces in Promoting Air Travel Safety, Journal of Law and Economics, 1989.
0.20 Benjamin H. Liebman Kasaundra M. Tomlin, Safeguards and Retaliatory Threats, Journal of Law and Economics, 2008.
0.20 B. Espen Eckbo Peggy Wier, Antimerger Policy under the Hart-Scott-Rodino Act: A Reexamination of the Market Power Hypothesis, Journal of Law and Economics, 1985.
0.19 Michael T. Maloney Robert E. McCormick, A Positive Theory of Environmental Quality Regulation, Journal of Law and Economics, 1982.
0.19 Seema Jayachandran, The Jeffords Effect, Journal of Law and Economics, 2006.
0.18 Randolph Beatty Padma Kadiyala, Impact of the Penny Stock Reform Act of 1990 on the Initial Public Offering Market, Journal of Law and Economics, 2003.
0.18 Jérôme Adda Samuel Berlinski Stephen Machin, Market Regulation and Firm Performance: The Case of Smoking Bans in the United Kingdom, Journal of Law and Economics, 2012.
0.18 H. Nejat Seyhun, The Effectiveness of the Insider-Trading Sanctions, Journal of Law and Economics, 1992.
0.17 Rodney T. Smith, Comments on Jarrell, Journal of Law and Economics, 1981.
0.16 Gregg A. Jarrell, The Economic Effects of Federal Regulation of the Market for New Security Issues, Journal of Law and Economics, 1981.
0.16 Thomas W. Ross, Winners and Losers under the Robinson-Patman Act, Journal of Law and Economics, 1984.
0.15 Pauline M. Ippolito Thomas R. Overstreet_ Jr., Resale Price Maintenance: An Economic Assessment of the Federal Trade Commission's Case against the Corning Glass Works, Journal of Law and Economics, 1996.