Event Studies for Financial Research A Comprehensive Guide

Event Studies are overwhelmingly widespread in financial research, providing tools for shedding light on market efficiency, as well as measuring the impact of various occurrences on public firms' security prices. Mastering the Event Study approach is esse

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10.1057/9781137368799 - Event Studies for Financial Research, Doron Kliger and Gregory Gurevich

Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17

Event Studies for Financial Research

10.1057/9781137368799 - Event Studies for Financial Research, Doron Kliger and Gregory Gurevich

Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17

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A Comprehensive Guide

DORON KLIGER AND GREGORY GUREVICH

10.1057/9781137368799 - Event Studies for Financial Research, Doron Kliger and Gregory Gurevich

Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17

Event Studies for Financial Research

EVENT STUDIES FOR FINANCIAL RESEARCH

Copyright © Doron Kliger and Gregory Gurevich, 2014. First published in 2014 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: 978–1–137–43538–5 Library of Congress Cataloging-in-Publication Data Kliger, Doron. Event studies for financial research : a comprehensive guide / by Doron Kliger and Gregory Gurevich. pages cm Includes bibliographical references and index. 1. Efficient market theory. 2. Capital market. 3. Finance—Research. I. Gurevich, Gregory. II. Title. HG4061.K475 2014 332⬘.0415072—dc23

2014021967

A catalogue record of the book is available from the British Library. Design by Newgen Knowledge Works (P) Ltd., Chennai, India. First edition: November 2014 10 9 8 7 6 5 4 3 2 1

10.1057/9781137368799 - Event Studies for Financial Research, Doron Kliger and Gregory Gurevich

Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17

All rights reserved.

To my family and friends, near and far. —Gregory

10.1057/9781137368799 - Event Studies for Financial Research, Doron Kliger and Gregory Gurevich

Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17

To my father, with endless longing . . . —Doron

10.1057/9781137368799 - Event Studies for Financial Research, Doron Kliger and Gregory Gurevich

Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17

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