Event Studies for Financial Research
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1057/9781137368799
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zuriadah Ismail & Mohd Nazir Md Zabit & Mohamad Ali Roshidi Ahmad & Anuar Sarun & Sharul Effendy Janudin, 2017. "The Effect of Switching Business Focus on Share Returns Predictability," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(12), pages 25-38, December.
- Hui, Hon Chung, 2019. "Did the Foreign Exchange Market Cheer or Jeer in Response to Political Events? An Event Study of Malaysia – Some Stylised Facts," MPRA Paper 98149, University Library of Munich, Germany.
- Phuong Anh Nguyen & Michael Wolf, 2023. "Single-firm inference in event studies via the permutation test," ECON - Working Papers 425, Department of Economics - University of Zurich, revised Nov 2023.
- Maciej Wujec, 2021. "Analysis of the Financial Information Contained in the Texts of Current Reports: A Deep Learning Approach," JRFM, MDPI, vol. 14(12), pages 1-17, December.
- Hon Chung Hui, 2021. "Were Foreign Exchange Markets Reacting Negatively to Political Events? The Case of Malaysia," South Asian Journal of Macroeconomics and Public Finance, , vol. 10(1), pages 105-129, June.
- Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016.
"Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes,"
Borradores de Economia
14286, Banco de la Republica.
- Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016. "Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes," Borradores de Economia 929, Banco de la Republica de Colombia.
- Hui, Hon Chung, 2019. "What Do Foreign Exchange Markets Say About Election Outcomes? A Comparison Between Malaysia, Singapore and Philippines," MPRA Paper 98148, University Library of Munich, Germany.
- Tihana Škrinjarić, 2019. "Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets," IJFS, MDPI, vol. 7(1), pages 1-14, January.
- Manuela Ender & Finn Brinckmann, 2019. "Impact of CSR-Relevant News on Stock Prices of Companies Listed in the Austrian Traded Index (ATX)," IJFS, MDPI, vol. 7(3), pages 1-18, June.
- Gyoshev, Stanley B. & Kaplan, Todd R. & Szewczyk, Samuel H. & Tsetsekos, George P., 2021. "Why do investment banks buy put options from companies?," Journal of Corporate Finance, Elsevier, vol. 67(C).
Book Chapters
The following chapters of this book are listed in IDEAS- Doron Kliger & Gregory Gurevich, 2014. "Introduction," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 1-3, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "Infrastructure: The Efficient Market Hypothesis," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 5-18, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "The Event Study Approach," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 19-43, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "A Simplified Example: The Effect of Air Crashes on Stock Prices," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 45-50, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "The Basic ESA Design," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 51-63, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "Issues in ESA Design," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 65-83, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "Hands-on Exercise," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 85-112, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "Further Hands-on Exercises," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 113-165, Palgrave Macmillan.
- Doron Kliger & Gregory Gurevich, 2014. "Conclusion," Palgrave Macmillan Books, in: Event Studies for Financial Research, chapter 0, pages 167-168, Palgrave Macmillan.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:palbok:978-1-137-36879-9. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.