The Event Study Methodology Since 1969 Export

@article{citeulike:1557232, abstract = {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 (multivariate) regression framework. It also focuses on frequently encountered statistical problems in event studies and their solutions.}, author = {Binder, John}, citeulike-article-id = {1557232}, citeulike-linkout-0 = {http://dx.doi.org/10.1023/A:1008295500105}, citeulike-linkout-1 = {http://www.springerlink.com/content/x60613477u424882}, comment = {This paper provides an overview of event studies methods. }, day = {1}, doi = {10.1023/A:1008295500105}, journal = {Review of Quantitative Finance and Accounting}, keywords = {econometrics, finance}, month = {September}, number = {2}, pages = {111--137}, posted-at = {2009-10-01 12:41:07}, priority = {2}, title = {The Event Study Methodology Since 1969}, url = {http://dx.doi.org/10.1023/A:1008295500105}, volume = {11}, year = {1998} }

TY - JOUR ID - citeulike:1557232 L3 - citeulike-article-id:1557232 N2 - 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 (multivariate) regression framework. It also focuses on frequently encountered statistical problems in event studies and their solutions. IS - 2 JF - Review of Quantitative Finance and Accounting EP - 137 TI - The Event Study Methodology Since 1969 VL - 11 SP - 111 KW - econometrics KW - finance N1 - This paper provides an overview of event studies methods. AU - Binder, John PY - 1998/09/01/ UR - http://dx.doi.org/10.1023/A:1008295500105 ER -