[下载]事件研究的计量经济学

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2006-3-10 08:26:00 上传

[下载]事件研究的计量经济学
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关键词：计量经济学 事件研究 计量经济 经济学 下载 研究 计量经济学

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英文版，最好说明

thanks

The Econometrics of Event Studies

S.P. KOTHARI
Massachusetts Institute of Technology (MIT) - Sloan School of Management
JEROLD B. WARNER
University of Rochester - Simon School

October 20, 2004



Abstract:

The number of published event studies exceeds 500, and the literature continues to grow. We provide an overview of event study methods. Short-horizon methods are quite reliable. While long-horizon methods have improved, serious limitations remain. A challenge is to continue to refine long-horizon methods. We present new evidence that properties of event study methods can vary by calendar time period and can depend on event sample firm characteristics such as volatility. This reinforces the importance of examining event study statistical properties for non-randomly selected samples.


Keywords: Event studies, econometrics, surveys, accounting, corporate finance, market efficiency

JEL Classifications: B23, C10, M41, G14

Working Paper Series

[此贴子已经被作者于2006-4-16 23:55:13编辑过]

太过分了,把别人免费的帖子贴到这里赚钱.强烈抗议,不厚道!!!!!

[em16]

http://mba.tuck.dartmouth.edu/pages/faculty/espen.eckbo/PDFs/Handbookpdf/CH1-EventStudies.pdf

有免费的呦

郁闷。。。刚刚俺花了两个金币从另外一个帖子买了

这个值得