Analyzing event statistics in corporate finance : methodologies, evidences, and critiques /

Event studies in corporate finance are still with many issues unresolved; for instance, data selection, event window, determination of abnormal returns (together with their statistics). Many extensions may have followed from conventional approach. This book instead, provides the evidences, critiques...

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Bibliographic Details
Main Author:	Jeng, Jau-Lian, 1955- (Author)
Format:	Book
Language:	English
Published:	New York : Palgrave Macmillan, 2015.
Edition:	First edition.
Subjects:	BUSINESS & ECONOMICS / Corporate Finance. BUSINESS & ECONOMICS / Finance. BUSINESS & ECONOMICS / Statistics. Corporations > Finance > Statistics.

Table of Contents:

PART I: EVENT STUDY METHODOLGY I
1. Data Collection in Long-run or Short-run Format?
2. Model Specifications for Normal (or Expected) Returns
3. Cumulative Abnormal Returns or Structural Change Tests?
PART II: EVENT STUDY METHODOLOGY II
4. Recursive Estimation for Normal (or Expected) Returns
5. Time Will Tell! A Method with Occupation Time Statistics.