The Event Study Methodology Since 1969

• 1 January 1998
• journal article
• Published by Springer Nature in Review of Quantitative Finance and Accounting
• Vol. 11  (2) , 111-137
• https://doi.org/10.1023/a:1008295500105

Abstract

Keywords

• HYPOTHESIS TESTING
• EVENT STUDIES
• STUDY METHODOLOGY
• STATISTICAL PROBLEMS
• PAPER DISCUSSES
• REGRESSION FRAMEWORK
• NORMAL RATE
• FREQUENTLY ENCOUNTERED
• ENCOUNTERED STATISTICAL
• INCLUDING HYPOTHESIS