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Event Studies for Financial Research

A Comprehensive Guide

  • Authors
  • Doron¬†Kliger
  • Gregory¬†Gurevich

Table of contents

  1. Front Matter
    Pages i-xv
  2. Doron Kliger, Gregory Gurevich
    Pages 1-3
  3. Doron Kliger, Gregory Gurevich
    Pages 5-18
  4. Doron Kliger, Gregory Gurevich
    Pages 19-43
  5. Doron Kliger, Gregory Gurevich
    Pages 45-50
  6. Doron Kliger, Gregory Gurevich
    Pages 51-63
  7. Doron Kliger, Gregory Gurevich
    Pages 65-83
  8. Doron Kliger, Gregory Gurevich
    Pages 85-112
  9. Doron Kliger, Gregory Gurevich
    Pages 113-165
  10. Doron Kliger, Gregory Gurevich
    Pages 167-168
  11. Back Matter
    Pages 169-189

About this book

Introduction

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.

Keywords

Event Studies Finance Market Data Efficient Market Hypothesis Financial Research Investments Corporate Finance Capital Markets bibliography design event exercise experience infrastructure research structure tool

Bibliographic information