Event Studies for Financial Research: a Comprehensive Guide

Doron Kliger, Gregory Gurevich

Research output: Book/ReportBookpeer-review

Abstract

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.
Original languageEnglish
Place of PublicationNew York
PublisherPalgrave Macmillan
Number of pages189
Edition1
ISBN (Electronic)9781137368799
ISBN (Print)9781349493180, 9781137435385
DOIs
StatePublished - Nov 2014

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