Mackinlay Event Studies

American Economic Association

Event Studies in Economics and Finance Author(s): A. Craig MacKinlay Source: Journal of Economic Literature, Vol. 35, No. 1 (Mar., 1997), pp. 13-39 Published by: American Economic Association Stable URL: http://www.jstor.org/stable/2729691 Accessed: 04/07/2010 17:35

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Journal of Economic Literature Vol. XXXV (March 1997), pp. 13-39

Event

Studies

in Economics Finance

and

A. CRAIG MACKINLAY The Wharton School, University of Pennsylvania

Thlanks John Can to ipbell, BriuceG-tr udly, Andrti-ewv and twvo Lo, anonymnotusrefereesfor helpful comments andcl discussion. Research suLpportfrom the RodineyL. WVhite Center for Finiancial

Research is gratefiully acknzowvledged.

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