I. Karafiath

发表

Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?

I. Karafiath, Imre Karafiath, 2009 .

The Effect of the Wppss Crisis On Utility Common Stock Returns

I. Karafiath, P. Chandy, 1989 .

On the Efficiency of Least Squares Regression with Security Abnormal Returns as the Dependent Variable

I. Karafiath, Imre Karafiath, 1994, Journal of Financial and Quantitative Analysis.

Using Dummy Variables in the Event Methodology

I. Karafiath, Imre Karafiath, 1988 .

Testing Beta Stationarity across Bond Rating Changes

I. Karafiath, J. Glascock, C. M. Impson, 1992 .

AN EMPIRICAL INVESTIGATION OF BETA STABILITY: PORTFOLIOS VS. INDIVIDUAL SECURITIES

I. Karafiath, Russell Gregory-Allen, C. M. Impson, 1994 .

A Note on the Stock Market Reaction to Dividend Announcements

I. Karafiath, C. M. Impson, 1992 .

Using Stock Return Data to Measure the Wealth Effects of Regulation: Additional Evidence from California's Proposition 103

L. Rose, I. Karafiath, Elizabeth V. Grace, 1995 .

Detecting cumulative abnormal volume: a comparison of event study methods

I. Karafiath, Imre Karafiath, 2009 .

BANK CAPITAL, THE ANNOUNCEMENT OF THE FEDERAL RESERVE'S TERM AUCTION FACILITY, AND BANK BORROWING DURING THE FINANCIAL CRISIS OF 2007–2008

I. Karafiath, N. Tripathy, Mujtaba Zia, 2018, Journal of Financial Research.

The Brazilian default announcement and the contagion effect hypothesis

I. Karafiath, Kenneth L. Smith, R. Mynatt, 1991 .

A Stochastic Model of the Competitive Banking Firm with Lagged and Contemporaneous Reserve Accounting

I. Karafiath, 1985 .

WILL A RISK-AVERSE COMPETITIVE BANK PREFER CONTEMPORANEOUS RESERVE ACCOUNTING?

I. Karafiath, 1985 .

The Impact of Trading Volume on Reit Volatility Using the Garch Model

I. Karafiath, K. Winson-Geideman, Nina Rogers, 2015 .

Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage

I. Karafiath, 2014 .

Statistical inference in multiperiod event studies

I. Karafiath, David E. Spencer, 1991 .

Statistical Inference in Event Studies Using Multiple Regression

I. Karafiath, John J. Glascock, 1995 .

An Empirical Investigation of the Causal Relationship between Money and Prices During Rapid Inflation

I. Karafiath, 1978 .

Incomplete temporal overlap and cross-sectional independence in event studies

I. Karafiath, 2008 .

Intra-Industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square

I. Karafiath, J. Glascock, 1989 .