13 Event studies – Empirical Research in Accounting

The usefulness of such a study comes from the fact that, assuming highly efficient markets, the effects of an event will be reflected immediately in security ...

Empirical Research in Accounting: Tools and Methods

... research courses and to go on to do their own research. Another goal of ... Added material on Zhang (2007) to 13 Event studies (event studies); Refined ...

Event Studies in Economics and Finance

Concluding comments complete the study. 3. An Example of an Event Study. The Financial Accounting Standards. Board (FASB) and the Securities Ex- change ...

EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL ...

The column headings for columns 3 through. 13 define the confounding events ... shares, researchers can estimate the overall financial impact of ...

Robust Methods in Event Studies: Empirical Evidence and ...

Abstract: We apply methodology robust to outliers to an existing event study of the effect of U.S. financial reform on the stock markets of the 10.

Event Studies: A Methodology Review - ResearchGate

Originally developed as a statistical tool for empirical research in accounting and finance, event studies have since migrated to other disciplines as well, ...

Chapter 29 Empirical methods of event studies in corporate finance

Beaver W. The information content of annual earnings announcements. Empirical Research in Accounting: Selected Studies, J. Account. Res., 6 (1968), pp. 67-92.

Empirical Methods in Corporate Finance: Event Studies etc

The purpose of the standard event study is to look at the effect of this event on the capital markets. As a rule we have a financial model that is supposed to ...

UNDERSTANDING AND CONDUCTING EVENT STUDIES - Bowman

Event studies have become one of the most important methodological approaches to empirical research in frnance and accounting. This paper discusses the ...

Chapter 17 - Event Studies | The Effect

The event study is probably the oldest and simplest causal inference research design. It predates experiments. It predates statistics. It probably predates ...

Event studies in international finance research - PMC - NCBI

Event studies are widely used in finance research to investigate the implications of announcements of corporate initiatives, ...

“Econometrics of Event Studies”

Patell, J., (1976), Corporate forecasts of earnings per share and stock price behavior: Empirical tests, Journal of Accounting Research 14: 246-276. Pearson ...

Event Studies in Economics and Finance - jstor

Using financial market data, an event study measures the impact of a specific event on the value of a firm. The usefulness of such a study comes from the fact ...

Event Studies: A Methodology Review - Search eLibrary :: SSRN

Originally developed as a statistical tool for empirical research in accounting and finance, event studies have since migrated to other ...

Event studies: A methodology review - Corrado - Wiley Online Library

Originally developed as a statistical tool for empirical research in accounting and finance, event studies have since migrated to other ...

USING DAILY STOCK RETURNS The Case of Event Studies

Warner's financial support is provided bi the. Managerial Economics Research Center at the University of Rochester. This paper was completed while Brown was ...

Event studies based on volatility of returns and trading volume

The event study has been one of the most popular empirical research designs used in accounting and finance. This article reviews event studies based on ...

The Event Study Methodology Since 1969 | Review of Quantitative ...

“Size Related Anomalies and Stock Return Seasonality: Further Empirical Evidence.” Journal of Financial Economics 12, 13-32, (June 1983). King, Benjamin F. “ ...

Event study methodologies in information systems research

As an example, in finance, researchers have used event studies to examine the market effect of mergers and acquisitions. Additional examples in accounting ...

Event Studies and the Law: Part I: Technique and Corporate Litigation

Its use in policy analysis in recent years has become more widespread, and it is the interaction between law and financial economet- rics that is the focus of ...