Abstract
Event studies are overwhelmingly widespread in financial research. They encompass tools that are well suited for assessing the impact of numerous types of finance-related episodes on security prices and trading activity of publicly traded firms. Furthermore, they are capable of capturing the flow of information into security prices, shedding light, by doing so, on the efficiency of capital markets.
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© 2014 Doron Kliger and Gregory Gurevich
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Kliger, D., Gurevich, G. (2014). Introduction. In: Event Studies for Financial Research. Palgrave Macmillan, New York. https://doi.org/10.1057/9781137368799_1
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DOI: https://doi.org/10.1057/9781137368799_1
Publisher Name: Palgrave Macmillan, New York
Print ISBN: 978-1-349-49318-0
Online ISBN: 978-1-137-36879-9
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)