Event Studies: A Methodology Review

36 Pages Posted: 2 Aug 2009 Last revised: 20 Aug 2010

See all articles by Charles J. Corrado

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Multiple version iconThere are 2 versions of this paper

Date Written: July 26, 2010

Abstract

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.

Keywords: Event studies, Abnormal returns, Nonparametric statistical tests

JEL Classification: C10, C12, C14, C15, G14

Suggested Citation

Corrado, Charles J., Event Studies: A Methodology Review (July 26, 2010). Available at SSRN: https://ssrn.com/abstract=1441581 or http://dx.doi.org/10.2139/ssrn.1441581

Charles J. Corrado (Contact Author)

Deakin University - School of Accounting, Economics & Finance ( email )

221 Burwood Highway
Burwood, Victoria 3215
Australia
61492446214 (Phone)

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