Event Study PDF Download

Author: D. Kliger
Publisher: Palgrave Macmillan
ISBN: 9781349493180
Category : Business & Economics
Languages : en
Pages : 189

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Book Description
Event Studies are overwhelmingly widespread in financial research, providing tools for shedding light on market efficiency, as well as measuring the impact of various occurrences on public firms' security prices. Mastering the Event Study approach is essential for researchers and practitioners alike. Event Studies for Financial Research aims to help readers obtain valuable hands-on experience with Event Study tools and gain technical skills for conducting their own studies. Kliger and Gurevich provide a detailed application of their approach, which consists of: a description of the method; references; guided applications; and elaborated framework for implementing the applications.

Author: Donald Getz
Publisher: Routledge
ISBN: 1317481607
Category : Business & Economics
Languages : en
Pages : 514

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Book Description
Event Studies is the only book devoted to developing knowledge and theory about planned events. It focuses on event planning and management, outcomes, the experience of events and the meanings attached to them, the dynamic processes shaping events and why people attend them. This title draws from a large number of foundation disciplines and closely related professional fields, to foster interdisciplinary theory focused on planned events. It brings together important discourses on events including event management, event tourism, and the study of events within various disciplines that are able to shed light on the roles, importance and impacts of events in society and culture. New to this edition: New sections on social and intangible influences, consumer psychology and legal environment, planning and policy framework to reflect recent developments in the field Extended coverage of philosophy and research methods and how they can best be used in event studies; social media as a marketing tool; and the class and cultural influences of events New and additional case studies throughout the book from a wide range of international events Companion website to include PowerPoint slides and updated Instructor’s Manual including suggested lecture outlines and sequence, quizzes per chapter and essay questions.

Author: Fouad Sabry
Publisher: One Billion Knowledgeable
ISBN:
Category : Business & Economics
Languages : en
Pages : 313

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Book Description
What is Event Study In the field of statistics, an event study is a procedure that is used to evaluate the effects of an event. How you will benefit (I) Insights, and validations about the following topics: Chapter 1: Event study Chapter 2: Finance Chapter 3: Mergers and acquisitions Chapter 4: Financial economics Chapter 5: Technical analysis Chapter 6: Efficient-market hypothesis Chapter 7: Arbitrage pricing theory Chapter 8: Beta (finance) Chapter 9: Abnormal return Chapter 10: Financial econometrics Chapter 11: Market anomaly Chapter 12: Random walk hypothesis Chapter 13: Algorithmic trading Chapter 14: Experimental finance Chapter 15: Earnings response coefficient Chapter 16: Experience Economy Chapter 17: Fama-French three-factor model Chapter 18: Jonathan Kinlay Chapter 19: Fossil Fuel Beta Chapter 20: Quantitative analysis (finance) Chapter 21: Share price (II) Answering the public top questions about event study. (III) Real world examples for the usage of event study in many fields. Who this book is for Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of Event Study.

Author: Wood, Lincoln C.
Publisher: IGI Global
ISBN: 1799889718
Category : Business & Economics
Languages : en
Pages : 261

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Book Description
While researchers have commonly used event studies in other research areas, the use in supply chain management research is limited—but growing. However, there remain several important research design considerations that must be accounted for over the process of planning, executing, and writing event studies. Because of this, many issues and sources of uncertainty emerge among students and early researchers. There is a need for a comprehensive guide to these common issues and how to address them, delving into the nuances and steps to take. Applied Guide for Event Study Research in Supply Chain Management supports graduate students and researchers to understand how to develop, execute, and publish event studies, specifically in the area of supply chain management, with valuable support for wider management studies. This book anticipates many reviewer and editorial concerns and questions and explores how to design a study that addresses issues before they arise, or how to tackle the issue during the review process. Covering topics such as alternative study designs, event study methods, and interpreting research results, this premier reference source is an indispensable resource for students and faculty of higher education, business executives and managers, librarians, government officials, researchers, and academicians.

Author: Tao Sun
Publisher: International Monetary Fund
ISBN: 1451873867
Category : Business & Economics
Languages : en
Pages : 19

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Book Description
This paper examines financial stability issues that arise from the increased presence of sovereign wealth funds (SWFs) in global financial markets by assessing whether and how stock markets react to the announcements of investments and divestments to firms by SWFs using an event study approach. Based on 166 publicly traceable events collected on investments and divestments by major SWFs during the period from 1990 to 2009, the paper evaluates the short-term financial impact of SWFs on selected public equity markets in which they invest. The impact is analyzed on different sectors (financial and nonfinancial), actions (buy and sell), market types (developed and emerging markets), and level of corporate governance (high and low score). Results, based on these 166 events, show that there was no significant destabilizing effect of SWFs on equity markets, which is consistent with anecdotal evidence.

Author: D. Kliger
Publisher: Springer
ISBN: 1137368799
Category : Business & Economics
Languages : en
Pages : 199

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Book Description
Event Studies are overwhelmingly widespread in financial research, providing tools for shedding light on market efficiency, as well as measuring the impact of various occurrences on public firms' security prices. Mastering the Event Study approach is essential for researchers and practitioners alike. Event Studies for Financial Research aims to help readers obtain valuable hands-on experience with Event Study tools and gain technical skills for conducting their own studies. Kliger and Gurevich provide a detailed application of their approach, which consists of: a description of the method; references; guided applications; and elaborated framework for implementing the applications.

Author: Aswath Damodaran
Publisher: John Wiley & Sons
ISBN: 9780471414902
Category : Business & Economics
Languages : en
Pages : 1014

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Book Description
Valuation is a topic that is extensively covered in business degree programs throughout the country. Damodaran's revisions to "Investment Valuation" are an addition to the needs of these programs.

Author: Bjørn Espen Eckbo
Publisher: Elsevier
ISBN: 0080488919
Category : Business & Economics
Languages : en
Pages : 559

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Book Description
Judging by the sheer number of papers reviewed in this Handbook, the empirical analysis of firms’ financing and investment decisions—empirical corporate finance—has become a dominant field in financial economics. The growing interest in everything “corporate is fueled by a healthy combination of fundamental theoretical developments and recent widespread access to large transactional data bases. A less scientific—but nevertheless important—source of inspiration is a growing awareness of the important social implications of corporate behavior and governance. This Handbook takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues, ranging from econometric methodology, to raising capital and capital structure choice, and to managerial incentives and corporate investment behavior. The surveys are written by leading empirical researchers that remain active in their respective areas of interest. With few exceptions, the writing style makes the chapters accessible to industry practitioners. For doctoral students and seasoned academics, the surveys offer dense roadmaps into the empirical research landscape and provide suggestions for future work. *The Handbooks in Finance series offers a broad group of outstanding volumes in various areas of finance *Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance *The series is international in scope with contributions from field leaders the world over

Author: Patrick L. Brockett
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
A number of articles have documented that the classical event study methodology exhibits a bias toward detecting quot;effects,quot; irrespective of whether such effects actually exist. This paper addresses this bias by presenting a new methodology that explicitly incorporates stochastic behaviors of the market that are documented to exist and which are assumed away by the classical event study methodology. We apply our new methodology to an examination of the effect of the passage of California's Proposition 103 on the prices of insurance stocks. Proposition 103 was important regulatory event that previously has been investigated using classical event study techniques. We find that the passage of Proposition 103 did not significantly impact the returns on most insurance company stocks, a result that stands in stark contrast to other studies. Consequently, our study suggests that the application of the classical event study methodology, without checking the behavior of security returns for stochastic beta and GARCH effects, may very well cause researchers to draw inappropriate conclusions.

Author: Donald Getz
Publisher: Taylor & Francis
ISBN: 100381414X
Category : Travel
Languages : en
Pages : 705

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Book Description
Fully updated and revised in its fifth edition, Event Studies remains the most comprehensive book devoted to developing knowledge and theory about event management and event tourism, focusing on the study of events, the event experience, and meanings associated with them. International in scope and embellished with useful figures and tables throughout, the authors carefully examine current forces, trends, and issues, including impacts of the pandemic. All the major types of planned events are profiled, with emphasis on their forms, functions, experiential dimensions, meanings, and values. This book’s framework encompasses antecedents, planning and design, outcomes and impacts, and the various patterns and processes that influence the events sector, including policy. New and expanded topics in the fifth edition include: • Content has been substantially reorganised to give much more attention to establishing theoretical foundations and advocating principles for the core management functions. • New content on gender studies, human rights, crisis management and resilience, sustainability, and events as agents of change. • Expert opinion boxes cover major issues: educational philosophy; technology and its impacts; human rights and mega-events; virtual events and agile management; trends in corporate events; happiness and well-being; event portfolios management; civic dramaturgy; event design; trends in communications, including new media; dynamic crowd management; overtourism; and event-sector recovery. • Additional chapters on design, policy, management fundamentals, planning and operations, event tourism, and the inter-related management challenges of risk, security, health and safety, and environment. This insightful volume will be an invaluable resource for all undergraduate students of events studies throughout their degree programmes.