Event Study Tests: A brief survey

Ana Paula Serra ()

FEP Working Papers from Universidade do Porto, Faculdade de Economia 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.

Keywords: Event; Studies (search for similar items in EconPapers)
JEL-codes: G14 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2002-05
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (34)

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Persistent link: https://EconPapers.repec.org/RePEc:por:fepwps:117

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