Analyzing Event Statistics in Corporate Finance

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

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