Introduction

Doron Kliger and Gregory Gurevich

Chapter Chapter 1 in Event Studies for Financial Research, 2014, pp 1-3 from Palgrave Macmillan

Abstract: Abstract Event studies are overwhelmingly widespread in financial research. They encompass tools that are well suited for assessing the impact of numerous types of finance-related episodes on security prices and trading activity of publicly traded firms. Furthermore, they are capable of capturing the flow of information into security prices, shedding light, by doing so, on the efficiency of capital markets.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-36879-9_1

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DOI: 10.1057/9781137368799_1

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