Jeng, Jau-Lian
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
Nyckelord: Economics, Econometrics, Corporate Finance, Financial Engineering, Business Finance, Statistics for Business/Economics/Mathematical Finance/Insurance
- Författare
- Jeng, Jau-Lian
- Utgivare
- Springer
- Utgivningsår
- 2015
- Språk
- en
- Utgåva
- 1
- Sidantal
- 197 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9781137491602
- Tryckt ISBN
- 978-1-349-48481-2