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Jeng, Jau-Lian

Analyzing Event Statistics in Corporate Finance

Jeng, Jau-Lian - Analyzing Event Statistics in Corporate Finance, ebook

120,25€

Ebook, PDF with Adobe DRM
ISBN: 9781137491602
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Table of contents

Part I. Event Study Methodology I

1. Data Collection in Long-Run or Short-Run Format?
Jau-Lian Jeng

2. Model Specifications for Normal (or Expected) Returns
Jau-Lian Jeng

3. Cumulative Abnormal Returns or Structural Change Tests?
Jau-Lian Jeng

Part II. Event Study Methodology II

4. Recursive Estimation for Normal (or Expected) Returns
Jau-Lian Jeng

5. Time Will Tell! A Method with Occupation Time Statistics
Jau-Lian Jeng

6. Epilogue
Jau-Lian Jeng

Keywords: Economics, Econometrics, Corporate Finance, Financial Engineering, Business Finance, Statistics for Business/Economics/Mathematical Finance/Insurance

Author(s)
Publisher
Springer
Publication year
2015
Language
en
Edition
1
Page amount
197 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137491602
Printed ISBN
978-1-349-48481-2

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