- Bekaert G., C. Erb, C. Harvey, and T. Viskanta (1998) Distributional characteristics of emerging market returns and asset allocation. Journal of Portfolio Management, 102-116.
Paper not yet in RePEc: Add citation now
Boehmer E., J. Musumeci, and A. Poulsen (1991) Event-study methodology under conditions of event-induced variance. Journal of Financial Economics 30, 253-272.
Brown S. and J. Warner (1985) Using daily stock returns: The case of event studies. Journal of Financial Economics 14, 3-31.
Brown S. and M. Weinstein (1985) Derived factors in event studies. Journal of Financial Economics 14, 491-495.
- Campbell J., A. Lo and C. MacKinlay (1997) The econometrics of financial markets. Princeton University Press. New Jersey.
Paper not yet in RePEc: Add citation now
Cohen H., G. Hawawini, S. Maier, R. Schwartz, and D. Whitcomb (1983) Estimating and adjusting for the intervalling effect bias in beta. Management Science 29, 135-148.
- Corbett Ch., M. Montes and D. Kirsch (2002) The financial impact of ISO 9000 certification: An empirical analysis. Working paper, The Anderson School at UCLA.
Paper not yet in RePEc: Add citation now
Corrado C. (1989) A nonparametric test for abnormal security-price performance in event studies. Journal of Financial Economics 23, 385-395.
- Cowan A. (1992) Nonparametric event study tests. Review of Quantitative Finance and Accounting 2, 343-358.
Paper not yet in RePEc: Add citation now
Cowan A. and A. Sergeant (1996) Trading frequency and event study test specification. Journal of Banking and Finance 20, 1731-1757 Dyckman T., D. Philbrick, and J. Stephan (1984) A comparison of event study methodologies using daily stock returns: A simulation approach. Journal of Accounting Research 22, 1-30.
Dimson E. (1979) Risk measurement when shares are subject to infrequent trading. Journal of Financial Economics 7, 197-226.
Dombrow J., M. RodrÃguez, and C. Sirmans (2000) A complete nonparametric event study approach. Review of Quantitative Finance and Accounting 14, 361-380.
- Emerging Markets Factbook (1998) Elkins & McSherry Global Universe fourth quarter 1998.
Paper not yet in RePEc: Add citation now
- Fama E. (1976) Foundations of finance. New York: Basic Books, Inc.
Paper not yet in RePEc: Add citation now
- Hamschmidt J. and T. Dyllick (2001) ISO 14001: Profitable? Yes! But it is eco-effective? Greener Management International 34, 43-54.
Paper not yet in RePEc: Add citation now
Hendricks K. and V. Singhal (1996) Quality awards and the market value of the firm: An empirical investigation. Management Science 42, No 3, 415-436.
Klassen R. and C. McLaughlin (1996) The impact of environmental management on firm performance. Management Science 42, No 8, 1199-1214.
Lima M., M. Resende and L. Hasenclever (2000) Quality certification and performance of Brazilian firms: An empirical study. International Journal of Production Economics 66, issue 2, 143-147.
MacKinlay C. (1997) Event studies in economics and finance. Journal of Economic Literature 35, No 1, 13-39.
- Mongrut S. (2002) Market efficiency: An empirical survey in Peru and Other Selected Countries. Apuntes 51, segundo semestre, 49-85.
Paper not yet in RePEc: Add citation now
- Mongrut S. (2006) Tasas de descuento en Latinoamérica: hechos y desafÃos. Working Paper, CIUP, Universidad del PacÃfico.
Paper not yet in RePEc: Add citation now
- Mongrut S. and J. Tong (2006) Environmental reporting through financial statements: The Peruvian evidence. Working Paper, CIUP, Universidad del PacÃfico.
Paper not yet in RePEc: Add citation now
Nicolau J. and R. Sellers (2002) The stock market’s reaction to quality certification: Empirical evidence from Spain. European Journal of Operations Research 142, issue 3, pp. 632-641.
- Peterson P. (1989) Event studies: A review of issues and methodology. Quarterly Journal of Business and Economics 28, issue 3, 36-66.
Paper not yet in RePEc: Add citation now
- Schaltegger S. and T. Synnestvedt (2002) The link between green and economic success: environmental management as the crucial trigger between environmental and economic performance. Journal of Environmental Management 65, 339-346.
Paper not yet in RePEc: Add citation now
Scholes M. and J. Williams (1977) Estimating betas from nonsynchronous data. Journal of Financial Economics 5, 309-327.
Talwar P. (1993) A simulation study of some nonparametric regression estimators. Computational Statistics and Data Analysis 15, 309-327.
- Theil H. (1950) A rank invariant method of linear and polynomial regression analysis. I, II, and III Nederlandse Akademische Wetenschappen Proc. 53, 386-392, 521-525, and 1897-1912.
Paper not yet in RePEc: Add citation now
- Wagner (2003b) The influence of ISO 14001 and EMAS certification on environmental and economic performance of firms: an empirical analysis. In M. Bennett, P. Rikhardsson and S. Schaltegger (Eds.) Environmental Management Accounting - Purpose and Progress, 367-386, Kluwer Academic Publishers.
Paper not yet in RePEc: Add citation now
- Wagner M. (2001) A review of empirical studies concerning the relationship between environmental and economic performance: What does the evidence tell us? Center for Sustainability Management, University of Lueneburg.
Paper not yet in RePEc: Add citation now
- Wagner M. (2003a) How does it pay to be green? An analysis of the relation between environmental and economic performance at the firm level and the influence of corporate environmental strategy. Tectum Verlag. University of Lüneburg.
Paper not yet in RePEc: Add citation now
- White M. (1996) Corporate environmental performance and shareholder value. University of Virginia Charlottesville, V.A: McIntire School of Commerce.
Paper not yet in RePEc: Add citation now
Zivney T. and D. Thompson (1989) The specification and power of the sign test in measuring security price performance: Comment and analysis. The Financial Review 24, 581-588.