Analyzing Event Statistics in Corporate Finance Methodologies, Evide
Analyzing Event Statistics in Corporate Finance provides new alternative methodologies to increase accuracy when performing statistical tests for event studies within corporate finance. In contrast to conventional surveys or literature reviews, Jeng focus
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CORPORATE FINANCE
10.1057/9781137491602 - Analyzing Event Statistics in Corporate Finance, Jau-Lian Jeng
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
ANALYZING EVENT STATISTICS IN
10.1057/9781137491602 - Analyzing Event Statistics in Corporate Finance, Jau-Lian Jeng
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
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Methodologies, Evidences, and Critiques
Jau-Lian Jeng
10.1057/9781137491602 - Analyzing Event Statistics in Corporate Finance, Jau-Lian Jeng
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
Analyzing Event Statistics in Corporate Finance
ANALYZING EVENT STATISTICS IN CORPORATE FINANCE
Copyright © Jau-Lian Jeng, 2015. First published in 2015 by PALGRAVE MACMILLAN® in the United States—a division of St. Martin’s Press LLC, 175 Fifth Avenue, New York, NY 10010. Where this book is distributed in the UK, Europe and the rest of the world, this is by Palgrave Macmillan, a division of Macmillan Publishers Limited, registered in England, company number 785998, of Houndmills, Basingstoke, Hampshire RG21 6XS. Palgrave Macmillan is the global academic imprint of the above companies and has companies and representatives throughout the world. Palgrave® and Macmillan® are registered trademarks in the United States, the United Kingdom, Europe and other countries. ISBN: 978–1–137–39717–1 Library of Congress Cataloging-in-Publication Data is available from the Library of Congress. A catalogue record of the book is available from the British Library. Design by Newgen Knowledge Works (P) Ltd., Chennai, India. First edition: February 2015 10 9 8 7 6 5 4 3 2 1
10.1057/9781137491602 - Analyzing Event Statistics in Corporate Finance, Jau-Lian Jeng
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
All rights reserved.
Preface
vii
Acknowledgments
xi
Part I Event Study Methodology I Chapter 1 Data Collection in Long-Run or Short-Run Format?
3
Chapter 2 Model Specifications for Normal (or Expected) Returns
29
Chapter 3 Cumulative Abnormal Returns or Structural Change Tests?
83
Part II Event Study Methodology II Chapter 4 Recursive Estimation for Normal (or Expected) Returns
121
Chapter 5 Time Will Tell! A Method with Occupation Time Statistics
135
Epilogue
169
Notes
173
References
177
Index
185
10.1057/9781137491602 - Analyzing Event Statistics in Corporate Finance, Jau-Lian Jeng
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
Contents
10.1057/9781137491602 - Analyzing Event Statistics in Corporate Finance, Jau-Lian Jeng
Copyright material from www.palgraveconnect.com - licensed to New York University - W
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