Abstract
In this chapter, we present a simplified example of ESA to facilitate the more technical discussion presented in chapters 5 and 6 and the hands-on exercises in chapters 7 and 8. Here, we pick a handful of observations and treat this specimen as our “data sample” to illustrate the ESA in a succinct format. We concentrate on the most salient features of data processing, while leaving out complicated caveats. You may download the Excel file (http://dx.doi.org/10.6084/m9.figshare.1221810) with tables, calculations, and graph of this simplified example from the book’s website.
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© 2014 Doron Kliger and Gregory Gurevich
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Kliger, D., Gurevich, G. (2014). A Simplified Example: The Effect of Air Crashes on Stock Prices. In: Event Studies for Financial Research. Palgrave Macmillan, New York. https://doi.org/10.1057/9781137368799_4
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DOI: https://doi.org/10.1057/9781137368799_4
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)