Event-study analysis
An Event Study Analysis of the Fossil Fuel Divestment Movement
... The event study model is an intertemporal statistical tool most commonly applied in accounting, economic, and financial literature as a means to measure the impact of new information on a select firm’s ...
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Corporate social responsibility and shareholder's value: an event study analysis
... an event study analysis may present problems such as the sensitivity to waves of market optimism or pessimism and the restrictive assumption that stock market reaction arises from rational fully ...
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International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis
... Received: 17 April 2020 Accepted: 16 June 2020 DOI: https://doi.org/10.32479/ijefi.9941 ABSTRACT We study the effect of the first registered case of COVID-19 on stock market returns using event study ...
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an event study analysis on bitcoin
... Appendix C1 – General descriptive statistics of open, high, low and close prices (USD), Garman volatility (%) and trading volume (USD), five-minute observations (March 2013 – June 2018). Note: All observations over the ...
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Lecture 6. Event Study Analysis
... 5 • Issues with the Time-line: - Defintion of an event: We have to define what an event is. It must be unexpected. Also, we must know the exact date of the event. Dating is always a problem (WSJ is ...
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Sovereign Wealth Funds and Financial Stability An Event Study Analysis
... Simulations of SWFs’ asset allocations have been undertaken by Kozack, Laxton, and Srinivasan (forthcoming). Specifically, they create two stylized diversified portfolios, one mimicking Norway’s SWF and the other ...
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Monetary Policy Surprises and the Responses of Asset Prices: An Event Study Analysis
... uses event studies in a macroeconomic framework to study the responses of a broad class of as- sets to monetary policy surprises in the ...day event horizon, we find that treasury bills and exchange ...
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Do Bank Mergers Create Shareholder Value? An Event Study Analysis
... various event window dates for each of the acquiring ...determining event windows that accurately reflect shareholder wealth depends on how soon researchers think information leaks out, a question that is ...
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The Impact of the US Political Pressure on RMB Exchange Rate: An Event Study Analysis
... prominent event is that the US Senate passed the “Currency Exchange Rate Oversight Reform Act of 2011” in October 2011, demanding the US government to investigate whether the exchange rates of major trading ...
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Entry, Contestability, and Deregulated Airline Markets: An Event Study Analysis of People Express
... In attempting to explain the value changes caused by People Express' entry into a non—stop airport—pair market, the simplest place to start is to model the changes for any particular fir[r] ...
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Labor Unions and Occupational Safety: Event-Study Analysis Using Union Elections
... and the data on union activity come from the FMCS. This section describes the procedures to match the data across sources. The NLRB data contain union elections held from 1999 to 2010. The analysis sample includes ...
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Study Design and Analysis of Censored Longitudinal Time-to-Event and Recurrent Event Data
... rent event time, there is potential for a few of the recurrent events to be left out of the analysis, potentially reducing ...recurrent event times of 3 versus 4 months, compu- tation of the Tayob ...
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Alternative Methods for Robust Analysis in Event Study Applications
... Brown and Warner [1985] and Boehmer, Musumeci, and Poulsen [1991], creating portfolios of firms by randomly resampling from actual CRSP data. The results from these experiments are qualitatively identical to those ...
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Profitability Analysis of Mergers and Acquisitions: An Event Study Approach
... research study by the European Commission stated that cross border mergers were leading form of adjustment by firms in Europe to the extension of single market in European ...
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Analysis of Macroeconomic Events Impact Using the Event Study Methodology
... of event studies and it probably started with the research conducted by James Dolley (1933) who used the methodology to examine the returns effect of stock ...one event, such as contemporaneous ...
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Event Waste Management: A Study of a Religious Event in Ho
... This study evaluates a crusade organized by the Christ Embassy church held at the Ho Sport stadium on the 20 th May, 2017 attended by about 15,000 visitors across ...the event. Data was obtained from the ...
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An Analysis of Aims and the Educational “Event”
... The wide range of North American Indigenous forms of education account for these overlapping domains. To take but one example, I turn to Osage scholar George E. Tinker and his description of his “event”: The ...
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Risk treatment & event analysis
... Minimum questions to be covered: focus on ‘who’, ‘what’, ‘when’, ‘where’, and ‘how’ (‘why’ at the end!) • What was the exact or approximate time of the event? • What was the condition of the working environment at ...
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1.1.1 Event-based analysis
... The frequency contour template files (extension “.ft”) must be saved from the Graphic Synthesizer (use the spectrogram window command Tools/Scan frequency contour and amplitude envelop[r] ...
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Event-Based Performance Analysis
... Our event-based performance analyzer thus reads program trace files, detects the four relevant types of actions, and tracks events and their associated ...Java event. Both cases iden- tify the event ...
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