Event studies : a methodology review

Corrado, Charles 2011, Event studies : a methodology review, Accounting and finance, vol. 51, no. 1, pp. 207-234, doi: 10.1111/j.1467-629X.2010.00375.x.

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Title Event studies : a methodology review
Author(s) Corrado, Charles
Journal name Accounting and finance
Volume number 51
Issue number 1
Start page 207
End page 234
Total pages 28
Publisher Wiley-Blackwell Publishing Asia
Place of publication Milton, Qld.
Publication date 2011-03
ISSN 0810-5391
Keyword(s) Financial event study
Abnormal returns
Event-induced volatility
Summary Originally developed as a statistical tool for empirical research in accounting and finance, event studies have since migrated to other disciplines as well, including economics, history, law, management, marketing, and political science. Despite the elegant simplicity of a standard event study, variations in methodology and their relative merits continue to attract attention in the literature. This paper reviews some of the fundamental topics in short-term event study methodology, with an attempt to add new perspectives to some pressing topics.
Notes Article first published online 20 Oct 2010
Language eng
DOI 10.1111/j.1467-629X.2010.00375.x
Field of Research 150201 Finance
Socio Economic Objective 900101 Finance Services
HERDC Research category C1 Refereed article in a scholarly journal
HERDC collection year 2010
Copyright notice ©2010 The Author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30031435

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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