Event Studies for Financial Research

Name: Event Studies for Financial Research
Author: D. Kliger

A Comprehensive Guide

Specificaties

Gebonden, blz. | Engels

Palgrave Macmillan US | e druk, 2014

ISBN13: 9781137435385

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Palgrave Macmillan US e druk, 2014 9781137435385

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Samenvatting

Event Studies are overwhelmingly widespread in financial research, providing tools for shedding light on market efficiency, as well as measuring the impact of various occurrences on public firms' security prices. Mastering the Event Study approach is essential for researchers and practitioners alike.

Event Studies for Financial Research aims to help readers obtain valuable hands-on experience with Event Study tools and gain technical skills for conducting their own studies. Kliger and Gurevich provide a detailed application of their approach, which consists of: a description of the method; references; guided applications; and elaborated framework for implementing the applications.

Specificaties

ISBN13:9781137435385

Taal:Engels

Bindwijze:gebonden

Uitgever:Palgrave Macmillan US

Hoofdrubriek:Financieel management

Inhoudsopgave

Table of Contents 1. Introduction 2. Infrastructure: The Efficient Market Hypothesis (EMH) 3. The Event Study Approach (ESA) 4. A Simplified Example – the Effect of Air Crashes on Stock Prices 5. Basic ESA Design 6. Further ESA Design Issues 7. Basic Hands-on Exercise 8. Further Hands-on Exercises 9. Conclusion Bibliography?