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Contemporaneous Event Studies in Corporate Finance
Buch
Buch
Fachbuch
2020

Contemporaneous Event Studies in Corporate Finance

Methods, Critiques and Robust Alternative Approaches

Autor/-in
ISBN
EAN
978-3-030-53808-8
9783030538088
Artikel-Nr.
Q3GNL7Q
Sofort lieferbar:
2
Kostenloser Versand
Rabatt
-9.5
%
CHF 150.00
CHF
135.68
Anzahl
1
Maximale
Lieferzeit
5
Arbeitstage
Freitag
01.07.2022
speech-bubble-svg Beschreibung
Providing a comprehensive overview of event study methodology in the field of corporate finance, this book discusses how traditional methods verify the significance and insignificance of events in statistical sampling, and emphasize possible deviation from the statistics of interest. However, the author illustrates the flaws of conventional methodology and proposes alternative methods which can be used for a more robust study of estimating normal and abnormal returns. Traditional methods fail to recognize that the importance of an event will also influence the frequency of the occurrence of the event, and consequently they produce subjective sampling results. This book highlights contemporaneous recursive methods which can be used to track down normal returns and avoid arbitrary determination for the estimation and event period. In addition, the author offers an alternative monitoring scheme to identify the events of concern. Addressing a need for more objective sampling methods in corporate finance event studies, this timely book will appeal to students and academics researching financial econometrics and time series analysis, corporate finance and capital markets.
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Stichwörter
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Research
Inhaltsverzeichnis
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Introduction
Part I The Conventional Approach1.Popular Methods for Event Studies in Corporate Finance − Subjectivity versus RobustnessPart II Alternative Approach for the Contemporaneous Event Studies2.Assessments of Normal Returns3. Occupation Time Statistics - The Intensity of Events4.Monitoring Tests and the Time of Duration5.Sequential Monitoring for Corporate Events in using Occupation Time Statistics6.Real-Time Applications of Monitoring and Empirical PerformanceConcluding remark
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Herausgeber/-in
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Autor/-in
Publikation
Schweiz
04.11.2020
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Sprache
Englisch
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Buch (Hardcover)
227 Seiten
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Kostenlos: Schweiz & Liechtenstein
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