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Event Study Tests: A brief survey

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  • Ana Paula Serra

    (CEMPRE, Faculdade de Economia da Universidade do Porto)

Abstract

In this paper, I describe some of the main parametric and non-parametric tests used in event studies to assess the significance of abnormal returns or changes in variance of returns.

Suggested Citation

  • Ana Paula Serra, 2002. "Event Study Tests: A brief survey," FEP Working Papers 117, Universidade do Porto, Faculdade de Economia do Porto.
    • Handle: RePEc:por:fepwps:117
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    File URL: http://www.fep.up.pt/investigacao/workingpapers/wp117.pdf
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    References listed on IDEAS

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    More about this item

    Keywords

    Event Studies;

    JEL classification:

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

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