14
Nov
Event Studies In Economics And Finance Mackinlay. Has been cited by the following article. 13-14 1997 for references to the earliest event studies. MacKinlay Event Studies in Economics and Finance Journal of Economic Literature Vol. Journal of Economic Literature 1997 vol.
The goal of an event study is to measure the effects of an economic event on the value of firms. Journal of Economic Literature 1997 vol. MacKinlay Event Studies in Economics and Finance Journal of Economic Literature Vol. In practice the period of interest is often expanded to multiple days in- cluding at least tlle day of tlle an-nouncement and the day after the an-nouncement. On the surface this seems like a difficult task but a measure can be constructed easily using financial market data in an event study. The event study is an important research tool in economics and finance.
The event study is an important research tool in economics and finance.
Event study methods exploit the fact that given rationality in the marketplace the effects of an event. ACraic Mackinlay Download Event Studies in Economics and Finance PDF. Event Studies in Economics and Finance. Thus a measure of the events economic impact can be constructed. The number of published event studies easily exceeds 500 see section 2 and continues. Has been cited by the following article.