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| Tekijä: | Binder, J. |
| Otsikko: | The event study methodology since 1969 |
| Lehti: | Review of Quantitative Finance and Accounting
1998 : SEP, VOL. 11:2, p. 111-138 |
| Asiasana: | ACCOUNTING FINANCE METHODOLOGY |
| Kieli: | eng |
| Tiivistelmä: | This paper discusses the event study methodology, beginning with FFJR (1969), including hypothesis testing, the use of different benchmarks for the normal rate of return, the power of the methodology in different applications and the modeling of abnormal returns as coefficients in a (multivariative) regression framework. It also focuses on frequently encountered statistical problems in event studies and their solutions. |
SCIMA