1. | Barber B.M., Lyon J.D. (1997). Detecting long–run abnormal stock returns. The empirical power and specification of test statistics. Journal of Financial Economics, 43. |
2. | Fama E.F., Fisher L., Jensen M.C., Roll R. (1969). The adjustment of stock prices to new information. Internantional Review, 10. |
3. | Gurgul J. (2012). Analiza zdarzeń na rynkach akcji. Warszawa: Wolters Kluwer. |
4. | Howells P., Bain K. (1999). Money, Banking and Finance. London: Longman. |
5. | Kean T.H., Hamilton L. (2004). Final Report of the National Commision on Terrorist Attacks Upon the United States. The 9/11 Commision Report. W.W. Norton & Company. |
6. | Sudarsanam S. (1998). Fuzje i przejęcia. Warszawa: WIG-Press. |
7. | Sudarsanam S. (2003). Creating value from mergers and acquisitions. The challenges. Prentice Hall. |
8. | www.diamonds.net/Subscribe/Default.aspx (30.08.2015). |
9. | www.gpw.pl. Podstawowe algorytmy indeksów giełdowych. Stan na 25.11.2013 r. (18.03.2016). |