Event Study Tests: A brief survey
Ana Paula Serra ()
FEP Working Papers from Universidade do Porto, Faculdade de Economia do Porto
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
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Persistent link: https://EconPapers.repec.org/RePEc:por:fepwps:117
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