Skip to Main Content
Handbook of Empirical Corporate Finance SET
book

Handbook of Empirical Corporate Finance SET

by Bjørn Espen Eckbo
December 2008
Intermediate to advanced content levelIntermediate to advanced
520 pages
43h 42m
English
North Holland
Content preview from Handbook of Empirical Corporate Finance SET
Chapter 1

Econometrics of Event Studies*

S.P. Kotharikothari@mit.edu    Sloan School of Management, E52-325, Massachusetts Institute of Technology, 50 Memorial Drive, Cambridge, MA 02142, USA

Jerold B. Warnerwarner@simon.rochester.edu    William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, NY 14627-0107, USA

Abstract

The number of published event studies exceeds 500, and the literature continues to grow. We provide an overview of event study methods. Short-horizon methods are quite reliable. While long-horizon methods have improved, serious limitations remain. A challenge is to continue to refine long-horizon methods. We present new evidence illustrating that properties of event study methods can vary by ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Handbook of Empirical Corporate Finance

Handbook of Empirical Corporate Finance

B. Espen Eckbo
Corporate Finance, 4th Edition

Corporate Finance, 4th Edition

Pierre Vernimmen, Pascal Quiry, Maurizio Dallocchio, Yann Le Fur, Antonio Salvi
Handbook of Economic Forecasting

Handbook of Economic Forecasting

Graham Elliott, Allan Timmermann

Publisher Resources

ISBN: 9780444532657