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All Publications for Securities Class Actions


Determination of the Appropriate Event Window Length in Individual Stock Event StudiesWorking Paper
2003-11-04		By Dr. David Tabak and Robert Patton with former NERA Consultant Erica Rose
A Proposed Methodology to Measure Damages for Option Traders Alleging Securities FraudPublished Article
2002-07-01		By Dr. David Tabak and Svetlana Starykh with Marc Shotland
Inflation Methodologies in Securities Fraud Cases: Theory and PracticeWorking Paper
2002-06-13		By Dr. Chudozie Okongwu and Dr. David Tabak
Intraday Trading Rates in Shareholder Class ActionsWorking Paper
2002-06-01		By Dr. David Tabak
Dealer Participation on The New York Stock Exchange & NasdaqWhite Paper
2002-05-01		By Dr. Marcia Kramer Mayer and former NERA Senior Consultant Dr. Fernando Avalos
Best-Fit Estimation of Damaged Volume in Shareholder Class Actions: The Multi-Sector, Multi-Trader Model of Investor BehaviorReport
2000-10-01		By Dr. Marcia Kramer Mayer
Materiality and Magnitude: Event Studies in the CourtroomWorking Paper
1999-04-01		Dr. David Tabak with former NERA Senior Vice President Dr. Fred Dunbar
Economic Analysis and Identification of Class Conflicts in Securities Fraud LitigationWorking Paper
1998-06-01		By Dr. David Tabak