Construct · 1 fields · 1 citations

event study: a standalone construct

One name. One construct. A landmark on the map.

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event study1 CONSTRUCTEvent studyFAMA · FINANCE

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Finance

a method that measures how security prices respond to a specific event by comparing actual returns around it with expected returns.

In finance, event study refers to a method that measures how security prices respond to a specific event by comparing actual returns around it with expected returns. This meaning comes from Fama (1969) in International Economic Review.[1]

Unit
Recovery means
Measured by

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Nearby constructs

buy-and-hold abnormal returns1 fields · 1 citationsanchor · a standalone constructcalendar-time portfolio approach1 fields · 1 citationsanchor · a standalone constructevent3 fields · 5 citationsjingle · one word, three constructs

References

  1. Fama, E. F., Fisher, L., Jensen, M. C., & Roll, R. (1969). The Adjustment of Stock Prices to New Information. International Economic Review, 10(1), 1. https://doi.org/10.2307/2525569

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