Hands-on Exercise
Doron Kliger and
Gregory Gurevich
Chapter Chapter 7 in Event Studies for Financial Research, 2014, pp 85-112 from Palgrave Macmillan
Abstract:
Abstract Having explained the basic framework of ESA (chapter 5), we now turn to the main practical part of the book—an exercise to give you hands-on experience with ESA so that you obtain the required technical skills to conduct your own event studies. The present chapter introduces a specific research question and demonstrates how to address it. The chapter is built as an empirical exercise; the following sections provide some necessary background points, reiterate the basic ESA framework applied to the specific case at hand, and describe the dataset and predesigned spreadsheet template. The guiding instructions will take you, hand-in-hand, through the solution process and explanations of the obtained results.
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-36879-9_7
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DOI: 10.1057/9781137368799_7
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