Keywords: financial econometrics
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Journal Articles
Journal of Law, Finance and Accounting (2020) 5 (2): 273–305.
Published: 08 September 2020
...-series models financial econometrics illegal behavior and the enforcement of law nonparametric methods This paper may also be of interest to policy makers and capital market regulators. At time of writing in early 2019, our data set still covers all Reg FD enforcement actions due to the SEC...
Journal Articles
Journal of Law, Finance and Accounting (2020) 5 (2): 231–272.
Published: 08 September 2020
... today in court proceedings, with the log of one plus an individual security’s returns regressed on a constant and the log of one plus the return on a market index. Event studies/market efficiency studies financial econometrics asset pricing K220 G120 We thus take a second approach...

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