Event studies for financial research
Subtitle: a comprehensive guide
By: Doron Kliger and Gregory Gurevich
Contributors: Gurevich, Gregory
Edition: First edition.
Publisher: Palgrave Macmillan
Published: 2014
Place of publication: New York City, NY
Language: eng
Number of pages: 189
Subjects: Efficient market theory; Capital market; Finance; Research
Notes: Includes bibliographical references and index.
Table of contents: title: Preface; title: Infrastructure : the efficient market hypothesis (EMH); title: The event study approach (ESA); title: A simplified example : the effect of air crashes on stock prices; title: Basic ESA design; title: Further ESA design issues; title: Basic hands-on exercise; title: Further hands-on exercises; title: Conclusion.