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Event Studies for Financial Research: A Comprehensive Guide

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-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
Title of host publicationCoresource 4
PublisherPalgrave Macmillan
Pages1-184
Number of pages184
ISBN (Electronic)9781137368799
ISBN (Print)9781349493180
DOIs
StatePublished - 2014

Bibliographical note

Publisher Copyright:
© Palgrave Macmillan, a division of Nature America Inc. 2014.

ASJC Scopus subject areas

  • General Economics, Econometrics and Finance
  • General Business, Management and Accounting

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