Contemporaneous event studies in corporate finance : methods, critiques and robust alternative approaches

Contemporaneous event studies in corporate finance : methods, critiques and robust alternative approaches / Jau-Lian Jeng.

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 au...

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Bibliographic Details
Main Author: Jeng, Jau-Lian, 1955- (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Palgrave Macmillan, [2020]
Subjects:
Corporations > Finance > Statistical methods.
Corporations > Finance
Online Access:Click for online access
Table of Contents:
  • Part I The Conventional Approach
  • 1.Popular Methods for Event Studies in Corporate Finance − Subjectivity versus Robustness
  • Part II Alternative Approach for the Contemporaneous Event Studies
  • 2.Assessments of Normal Returns
  • 3.Occupation Time Statistics
  • The Intensity of Events
  • 4.Monitoring Tests and the Time of Duration
  • 5.Sequential Monitoring for Corporate Events in using Occupation Time Statistics
  • 6.Real-Time Applications of Monitoring and Empirical Performance.

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