Event Studies for Financial Research [electronic resource] : A Comprehensive Guide /
Kliger, Doron.author.
Gurevich, Gregory.author.
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.
Description based upon print version of record.
Cover ; Title ; Copyright ; Dedication ; Contents; List of Figures ; List of Tables ; Acknowledgments; Chapter 1 Introduction; Chapter 2 Infrastructure: The Efficient Market Hypothesis; Chapter 3 The Event Study Approach; Chapter 4 A Simplified Example: The Effect of Air Crashes on Stock Prices; Chapter 5 The Basic ESA Design; Chapter 6 Issues in ESA Design; Chapter 7 Hands-on Exercise; Chapter 8 Further Hands-on Exercises; Chapter 9 Conclusion; Notes; Bibliography; Index
Includes bibliographical references and index.
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.
Accounting.
Finance.
Macroeconomics.
Business enterprises-Finance.
Accounting/Auditing.
Finance, general.
Macroeconomics/Monetary Economics//Financial Economics.
Business Finance.