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Stock Market Event Studies and Competition Commission Inquiries

Author

Listed:
  • Lucy Beverley

    (Competition Commission and Centre for Competition Policy, University of East Anglia)

Abstract

Event study analysis is a branch of econometrics which attempts to measure the effects of economic events on the value of firms by examining stock market data. Providing that share prices reflect the underlying economic values of assets, changes in equity values will properly capture expected changes in the economic profitability of the firm. This paper considers the effect on stock prices of announcements relevant to Competition Commission references, using established event study methodology.

Suggested Citation

  • Lucy Beverley, 2008. "Stock Market Event Studies and Competition Commission Inquiries," Working Papers 08-16, Centre for Competition Policy, University of East Anglia.
    • Handle: RePEc:ccp:wpaper:wp08-16
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    File URL: http://www.ccp.uea.ac.uk/publicfiles/workingpapers/CCP08-16.pdf
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    More about this item

    Keywords

    event studies; shares; share prices; Competition Commission; stock market;
    All these keywords.

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

    NEP fields

    This paper has been announced in the following NEP Reports:

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