Search Results

Implementing the Panel Event Study,
Damian Clarke and Kathya Tapia Schythe, from University Library of Munich, Germany (2020)
Keywords: event studies, difference-in-differences, estimation, inference, visualization

Implementing the Panel Event Study,
Damian Clarke and Kathya Tapia Schythe, from Institute of Labor Economics (IZA) (2020)
Keywords: difference-in-differences, event studies, inference, estimation, visualization

Modelling normal returns in event studies: a model-selection approach and pilot study,
J. Cable and K. Holland, in The European Journal of Finance (1999)
Keywords: Abnormal Returns, Event Studies,

Pre-event Trends in the Panel Event-study Design,
Simon Freyaldenhoven, Christian Hansen and Jesse Shapiro, from Federal Reserve Bank of Philadelphia (2019)
Keywords: pre-trends; event study; differences-in-differences

Distribution of Underpricing in Privatization Auctions: Evidence from an Event Study,
Tarcisio da Gra?a, in Review of Economics & Finance (2012)
Keywords: Event study, Privatization

Have Supermarket Mergers Raised Prices? An Event Study Analysis,
Daniel Hosken and John David Simpson, in International Journal of the Economics of Business (2001)
Keywords: Event Study, Supermarket, Mergers,

XT2TREATMENTS: Stata module to estimate event studies with two treatments,
Miklós Koren, from Boston College Department of Economics (2024)
Keywords: treatments, event studies

STACKEDEV: Stata module to implement stacked event study estimator,
Joshua Bleiberg, from Boston College Department of Economics (2021)
Keywords: event study, treatment

Event study estimations using Stata: The estudy command,
Fausto Pacicco, Luigi Vena and Andrea Venegoni, in Stata Journal (2018)
Keywords: estudy, event study, financial econometrics

Modeling Event Studies with Heterogeneous Treatment Effects,
Laura Argys, Thomas Mroz and M. Melinda Pitts, from Federal Reserve Bank of Atlanta (2023)
Keywords: event studies; heterogeneous treatment effects

THE KALMAN FILTER IN THE EVENT-STUDY METHODOLOGY,
Gerardo Dubcovsky and Francisco Venegas-Martínez, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2003)
Keywords: Event studies, Kalman filtering, Information theory

EVENTDD: Stata module to panel event study models and generate event study plots,
Damian Clarke and Kathya Tapia Schythe, from Boston College Department of Economics (2023)
Keywords: event study, difference-in-difference, graphics

Event studies in Turkey,
Ulkem Basdas and Adil Oran, in Borsa Istanbul Review (2014)
Keywords: Event study methodology; Stock returns; Clustering; Borsa Istanbul

Implementing the panel event study,
Damian Clarke and Kathya Tapia-Schythe, in Stata Journal (2021)
Keywords: eventdd, event studies, difference-in-differences, estimation, inference, visualization

The Event Study Approach,
Doron Kliger and Gregory Gurevich, from Palgrave Macmillan (2014)
Keywords: Stock Return, Abnormal Return, Event Study, Market Return, Market Reaction

Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises,
Refet Gürkaynak, Burçin Kısacıkoğlu and Jonathan Wright, from CESifo (2018)
Keywords: event study, bondmarkets, high-frequency data, identification

EVENT_PLOT: Stata module to plot the staggered-adoption diff-in-diff ("event study") estimates,
Kirill Borusyak, from Boston College Department of Economics (2021)
Keywords: treatment effects, DiD, event study

Analyzing the market and financial impacts of the State Bank of India’s Merger: A comprehensive Event Study,
S. Sasikala, B. Sudha, Ms. N. Manju and M. Ra. Yuvashree, in Edelweiss Applied Science and Technology (2024)
Keywords: Financial impacts, Event study.

Did May Company's Acquisition of Associated Dry Goods Corporation Reduce Competition? An Event Study Analysis,
John Simpsom, in Review of Industrial Organization (2001)
Keywords: Event, merger, retailing, study,

CNEVENT: Stata module to carry out an event study with Chinese publicly listed firms,
Chuntao Li and Yizhuo Fang, from Boston College Department of Economics (2024)
Keywords: China, firms, event study

Conducting event studies with Asia-Pacific security market data,
Charles Corrado and Cameron Truong, in Pacific-Basin Finance Journal (2008)
Keywords: Financial event studies Event study tests Asia-Pacific security markets

The value of interfirm cooperation: An event-study of new partnership announcements in the pharmaceutical industry,
Sandy Campart and Etienne Pfister, from HAL (2006)
Keywords: Interfirm partnerships,Event study,Biotechnology

Exchange Rate Developments of Cryptocurrencies Based on Event Study Analysis,
Vivien Czeczeli and Martin Vilonya, in Public Finance Quarterly (2022)
Keywords: cryptocurrencies, Bitcoin, Ethereum, event study

Event studies with daily stock returns in Stata: Which command to use?,
Thomas Kaspereit, in Stata Journal (2021)
Keywords: event studies, estudy, eventstudy, eventstudy2

Open market share repurchases in Germany: A conditional event study approach,
Christian Andres, André Betzer, Markus Doumet and Erik Theissen, from University of Cologne, Centre for Financial Research (CFR) (2013)
Keywords: Repurchases, Event Study, Selection Bias

Open Market Share Repurchases in Germany - A Conditional Event Study Approach,
Christian Andres, André Betzer, Markus Doumet and Erik Theissen, from Universitätsbibliothek Wuppertal, University Library (2014)
Keywords: repurchases, event study, selection bias

EVSTUDYDD: Stata module to estimate event studies in D-i-D settings,
Adrien Matray and Pablo E. Rodriguez, from Boston College Department of Economics (2024)
Keywords: event studies, DiD, difference in differences

EVENTBASELINE: Stata module to correct event study after xthdidregress,
Miklós Koren, from Boston College Department of Economics (2024)
Keywords: event study, heterogeneous DiD, ATET

XTEVENT: Stata module to estimate and visualize linear panel event-study models,
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez and Jesse Shapiro, from Boston College Department of Economics (2024)
Keywords: panel data, event studies, graphics

EVENTCOEFPLOT: Stata module to produce advanced event-study graphical analysis,
Matteo Pinna, from Boston College Department of Economics (2021)
Keywords: graphics, event studies, robustness checks

Securities Litigation and Stock Returns: an Event Study,
Georgi Kalchev, from ZBW - Leibniz Information Centre for Economics (2009)
Keywords: shareholder litigation, event study, pulse dummies

The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies,
Arun Prakash, in Frontiers in Finance and Economics (2005)
Keywords: Skewness, event studies, three-moment CAPM

Applications of Parametric and Nonparametric Tests for Event Studies on ISE,
Handan Yolsal, in Istanbul University Econometrics and Statistics e-Journal (2011)
Keywords: Event Study, Parametric Tests, Nonparametric Tests

Testing abnormal performance in event studies with small samples,
J.S. Baixauli and Sharon Alvarez, from Society for Computational Economics (2002)
Keywords: event study, parametric bootstrap, abnormal return

Getting high on cannabis stock returns an event study,
Zvika Afik, Tehila R. Cohen and Yaron Lahav, in Finance Research Letters (2022)
Keywords: Cannabis; Event-study; Market reaction; Firm value;

Merger Impacts on Investor Expectations: An Event Study for Australia,
Brian Diepold, Robert Feinberg, David Round and Jeremy Tustin, in International Journal of the Economics of Business (2008)
Keywords: Mergers, Australian Enforcement, Returns to Acquirers, Event Study,

The Informational Content of Credit Ratings in Brazil: An Event Study,
Flávia Cruz de Souza Murcia, Fernando Dal-Ri Murcia and José Alonso Borba, in Brazilian Review of Finance (2013)
Keywords: Credit Rating, Brazilian Market, Event Study

Child penalty in Russia: evidence from an event study,
Lara Lebedinski, Cristiano Perugini and Marko Vladisavljevic, in Review of Economics of the Household (2023)
Keywords: Child penalty, Russia, Event study, RLMS

How Prediction Markets Can Save Event Studies,
Justin Wolfers, Eric Zitzewitz and Erik Snowberg, from C.E.P.R. Discussion Papers (2011)
Keywords: Prediction markets; Event studies; Political economy

COVID–19 impact on the shipping industry: An event study approach,
Dimitris Gavalas, Theodoros Syriopoulos and Michael Tsatsaronis, in Transport Policy (2022)
Keywords: COVID-19; Shipping markets; Event study; Freights; Stocks;

How Prediction Markets can Save Event Studies,
Erik Snowberg, Justin Wolfers and Eric Zitzewitz, from CESifo (2011)
Keywords: prediction markets, event studies, political economy

Child Penalty in Russia: Evidence from an Event Study,
Lara Lebedinski, Cristiano Perugini and Marko Vladisavljevic, from Institute of Labor Economics (IZA) (2020)
Keywords: RLMS, event study, Russia, child penalty

How Prediction Markets Can Save Event Studies,
Erik Snowberg, Justin Wolfers and Eric Zitzewitz, from Institute of Labor Economics (IZA) (2011)
Keywords: prediction markets, event studies, political economy

Multi-country event-study methods,
Cynthia J. Campbell, Arnold Cowan and Valentina Salotti, in Journal of Banking & Finance (2010)
Keywords: Event-study methodology Datastream Stock-price reaction International finance Market-moving events

Nonparametric rank tests for event studies,
James W. Kolari and Seppo Pynnonen, in Journal of Empirical Finance (2011)
Keywords: Rank test; Abnormal returns; Event study; Standardized returns;

Event studies in international finance research,
Sadok El Ghoul, Omrane Guedhami, Sattar A. Mansi and Oumar Sy, in Journal of International Business Studies (2023)
Keywords: event study, international finance, stock markets, bond markets

Unemployment and health: a panel event study,
Athina Raftopoulou and Nicholas Giannakopoulos, from Global Labor Organization (GLO) (2021)
Keywords: Unemployment flows, Self-assessed health, Panel event study

Identification and Inference Using Event Studies,
Jonathan Wright and Gürkaynak, Refet, from C.E.P.R. Discussion Papers (2013)
Keywords: Bond markets; Event study; High-frequency data; Identification; Taf

The Economic Impact of Participant Sports Events: A Case Study for the Winter World Masters Games 2020 in Tyrol, Austria,
Petri Lintumäki, Hannes Winner, Sabrina Scheiber, Anna Mederle and Martin Schnitzer, in Economies (2020)
Keywords: economic impact study; sports events; tourism events

Misspecification in event studies,
Joseph M. Marks and Jim Musumeci, in Journal of Corporate Finance (2017)
Keywords: Event study; Standardized abnormal return; Misspecification; Simulation; Patell test; BMP test;

Event studies on investor sentiment,
Marc-Aurèle Divernois and Damir Filipović, from Swiss Finance Institute (2021)
Keywords: Investor sentiment, Event study, Polarity, Social Media, Microblogging, Natural Language Processing, Crowd Wisdom

Event Study in the Evaluation of Effects of Mergers and Acquisitions,
Perepeczo Agnieszka, in Folia Oeconomica Stetinensia (2007)
Keywords: event study, abnormal returns, mergers and acquisitions, event study, abnormal returns, mergers and acquisitions

Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032,
Krystian M. Zawadzki and Marcin Potrykus, in Journal of Sports Economics (2023)
Keywords: event study; stock index; sporting events; Olympic Games; stock markets

UK money demand 1873–2001: a long-run time series analysis and event study,
Heino Bohn Nielsen, in Cliometrica, Journal of Historical Economics and Econometric History (2007)
Keywords: Money demand,The UK, Cointegration, Special events, Event study

Stock market reactions to FIFA World Cup announcements: An event study,
Amélie Charles and Olivier Darné, in Economics Bulletin (2016)
Keywords: Event Study, Mega-Events, FIFA World Cup, stock market reaction.

Border Disputes and Heterogeneous Sectoral Returns: An Event Study Approach,
M. Kabir Hassan, Sabri Boubaker, Vineeta Kumari and Dharen Pandey, from HAL (2022)
Keywords: Border disputes,Event study,NIFTY,Pandemic,Stock market,War events

Border disputes and heterogeneous sectoral returns: An event study approach,
M. Kabir Hassan, Sabri Boubaker, Vineeta Kumari and Dharen Pandey, in Finance Research Letters (2022)
Keywords: Event study; Border disputes; Stock market; War events; Pandemic; NIFTY;

The Effects of Outsourcing Announcements on Market Values of Swiss Firms: An Event Study,
Fabian S. Willi and Gerhard F. Knolmayer, from Springer (2009)
Keywords: Stock Price, Abnormal Return, Event Study, Market Reaction, Event Window

Short-horizon event study estimation with a STAR model and real contaminated events,
Panayiotis C. Andreou, Christodoulos Louca and Christos Savva, in Review of Quantitative Finance and Accounting (2016)
Keywords: Event studies, Test statistics, Contaminated events, Markov switching regression model, Smooth Transition Auto Regressive model

Event Study of the Crude Oil Futures Market: A Mixed Event Response Model,
Berna Karali, Shiyu Ye and Octavio Ramirez, in American Journal of Agricultural Economics (2019)
Keywords: Crude oil, distributional event response model, event study, futures return, GARCH, volatility

Global Events and the Stock Exchange Indices of Hong Kong and the Philippines: An Event Study,
Michael V. Baylosis, from Springer (2024)
Keywords: Event study, Financial markets, Global events, Stock exchanges, Stock exchange indices

Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises,
Gürkaynak, Refet, Kısacıkoğlu, Burçin and Jonathan Wright, from C.E.P.R. Discussion Papers (2018)
Keywords: Event study; Bond markets; High-frequency data; Identification

SDID_EVENT: Stata module providing Synthetic Difference-in-Differences (SDID) event-study estimators,
Diego Ciccia, Damian Clarke and Daniel Pailañir, from Boston College Department of Economics (2024)
Keywords: synthetic DiD, difference in differences, event study

Measuring Security Price Performance Using Chilean Daily Stock Returns: The Event Study Method,
Rodrigo Saens and Eduardo Sandoval, in Latin American Journal of Economics-formerly Cuadernos de Economía (2005)
Keywords: Event studies method, specification tests

Anticipated versus Realized Benefits: Can Event Studies Be Used To Predict the Impact of New Regulations?,
Kara Reynolds, from University Library of Munich, Germany (2005)
Keywords: event studies, Byrd Amendment, antidumping

Anticipated versus Realized Benefits: Can Event Studies be Used to Predict the Impact of New Regulations?,
Kara Reynolds, from American University, Department of Economics (2006)
Keywords: Byrd Amendment, Antidumping, Event Study

Testing Hubris Hypothesis for Mergers in Pakistan: Using Event Study Technique,
M Fahad Siddiqui and Shah Wali Khan, in Business & Economic Review (2013)
Keywords: Hypothesis, mergers, average abnormal returns, event study

More power to you: properties of a more powerful event study methodology,
Tarcisio da Graca and Robert Masson, in Review of Accounting and Finance (2012)
Keywords: Event study, Statistical power, Modelling, Stocks and shares

International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis,
Ahmad Bash, in International Journal of Economics and Financial Issues (2020)
Keywords: COVID-19, event study, index returns; pandemics

The Impact of COVID-19 Pandemic on Global Stock Markets: An Event Study,
Ibrahim N. Khatatbeh, Mohammad Bani Hani and Mohammed N. Abu-Alfoul, in International Journal of Economics & Business Administration (IJEBA) (2020)
Keywords: COVID-19, stock markets, abnormal returns, event study.

Islamic Stock Overreaction Phenomenon on Financial Statement: An Event Study,
Satria Utama, in EkBis: Jurnal Ekonomi dan Bisnis (2021)
Keywords: Event Study; Overreaction; Market Adjusted Model

Stock market reactions to FIFA World Cup announcements: An event study,
Amélie Charles and Olivier Darné, from HAL (2016)
Keywords: Market reactions, FIFA World cup, Event study

European 3G auctions: Using a comparative event study to search for a winner's curse,
James R.K. Mackley, in Utilities Policy (2008)
Keywords: Mobile telecommunication Auctions Winner's curse Event study

Revitalized? An event study of forest policy reform in British Columbia,
Kurt Niquidet, in Journal of Forest Economics (2008)
Keywords: British Columbia Event study Forest tenure

The impact of COVID-19 outbreak on Borsa Istanbul: an event study method,
Yunus Karaömer and Songül Kakilli Acaravcı, in Journal of Economic and Administrative Sciences (2021)
Keywords: COVID-19, Borsa Istanbul, Event study, Abnormal return

Changes of Executives and Ownership in a Romanian Small Bank: an Event Study Approach,
Bogdan Capraru, Iulian Ihnatov and Nicu Sprincean, in EuroEconomica (2016)
Keywords: ownership change; CEO turnover; banking; event study

The financial impact of COVID-19: Evidence from an event study of global hospitality firms,
John Clark, Nathan Mauck and Stephen W. Pruitt, in Research in International Business and Finance (2021)
Keywords: COVID-19; Hospitality; Event study; Stock performance;

Effects of Mergers and Acquisitions on Shareholder Wealth: Event Study for Latin American Airlines,
Lina Cortés, John García and David Agudelo, from Universidad EAFIT (2015)
Keywords: Mergers and acquisitions; Event study; Airlines; Latin America

Competition effects of mergers: An event study of the German electricity market,
Andreas Keller, in Energy Policy (2010)
Keywords: Electricity market Event study Horizontal merger

The impact of the COVID-19 outbreak on Japanese shipping industry: An event study approach,
Hideaki Sakawa and Naoki Watanabel, in Transport Policy (2023)
Keywords: COVID-19; Event study method; Shipping industry; Japan;

Why Event Studies Do Not Detect Anti-Competitive Mergers,
Sven-Olof Fridolfsson and Johan Stennek, from Research Institute of Industrial Economics (2000)
Keywords: Mergers & Acquisitions; Event Studies; Antitrust; Coalition Formation

Market reaction to banks’ interim press releases: an event study analysis,
Valentina Lagasio and Marina Brogi, in Journal of Management & Governance (2021)
Keywords: Financial reporting, Disclosure, Banks, Event study

When a celebrity endorser is disgraced: A twenty-five-year event study,
Sherry Bartz, Alexander Molchanov and Philip Stork, in Marketing Letters (2013)
Keywords: Celebrity endorsement, Event study, Stock returns,

One For All or All For One? Using Multiple-listing Information in Event Studies,
Lulu Gu and W. Reed, from University of Canterbury, Department of Economics and Finance (2011)
Keywords: event study; multiple listings; mergers and acquisitions; China

Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology,
Lulu Gu and W. Reed, from University of Canterbury, Department of Economics and Finance (2012)
Keywords: Event study; multiple listings; mergers and acquisitions; China

Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology,
Lulu Gu and W. Reed, in Journal of Asian Economics (2013)
Keywords: Event study; Multiple listings; Mergers and acquisitions; China;

Single-firm inference in event studies via the permutation test,
Phuong Anh Nguyen and Michael Wolf, in Empirical Economics (2024)
Keywords: Cumulative abnormal return, Event study, Permutation test

Profiting from Regulation: An Event Study of the EU Carbon Market,
James Bushnell, Erin Mansur and Howard Chong, from Iowa State University, Department of Economics (2010)
Keywords: Emissions Markets; Incidence of Taxation; Event Study

EVENTSTUDYINTERACT: Stata module to implement the interaction weighted estimator for an event study,
Liyang Sun, from Boston College Department of Economics (2022)
Keywords: event study, interactions, two-way fixed effects

Single-firm inference in event studies via the permutation test,
Phuong Anh Nguyen and Michael Wolf, from Department of Economics - University of Zurich (2023)
Keywords: Cumulative abnormal return, event study, permutation test