IDEAS home Printed from https://ideas.repec.org/h/pal/palchp/978-1-137-49160-2_1.html
   My bibliography  Save this book chapter

Data Collection in Long-Run or Short-Run Format?

In: Analyzing Event Statistics in Corporate Finance

Author

Listed:
  • Jau-Lian Jeng

    (Azusa Pacific University)

Abstract

In this chapter, a critical question is raised for the empirical finance of corporate event studies. That is, what kind of data set should one apply? Should the short-run data set such as daily returns (or even high-frequency data) be applied? Or, should one try with the longer horizon data? A painful browse through all related literature shows that it is easy to find that there is no definite rule applied to this issue. One question often asked is whether the short-run returns contain more updated information or, the longer horizon data that may provide more insightful views since the impacts of corporate events may be persistent over time.

Suggested Citation

  • Jau-Lian Jeng, 2015. "Data Collection in Long-Run or Short-Run Format?," Palgrave Macmillan Books, in: Analyzing Event Statistics in Corporate Finance, chapter 0, pages 3-27, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-49160-2_1
    DOI: 10.1057/9781137491602_1
    as

    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.

    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:palchp:978-1-137-49160-2_1. 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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.