Abstract
An event study is an empirical financial research methodology to analyse event implications on stock prices (Bodie et al. 2011; Müller and Reuse 2022b, 384). The basis for the event study methodology is the efficient market hypothesis, introduced in Section 2.3.1. Applied to this study, this means that the impact of the Brexit news on the stock prices of listed insurance companies can be analysed using the event study methodology.
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Müller, A. (2024). Event Study: Impact of Brexit on the Stock Prices of EU- and UK-based Insurance Companies. In: Brexit and the European Insurance Market. Business, Economics, and Law. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-44310-8_4
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DOI: https://doi.org/10.1007/978-3-658-44310-8_4
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Publisher Name: Springer Gabler, Wiesbaden
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Online ISBN: 978-3-658-44310-8
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