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Event study

An event study is a statistical and econometric method to assess the impact of events on outcome variables. An event study is a difference-in-differences design applied to panel data, wherein individuals receive treatment at different points in time.

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Methodology

Application to merger analysis

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Map overview Semantic statistics

Event study

Nodes45
Edges44
Triples32
Avg. degree1.96
Density0.044444
Components1

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Event study

Top relations

related to Methodology · 11
Event study → He, However, In MacKinlay, Kothari, MacKinlay, Mitchell, Netter, Short-horizon, The, Thus, Warner
related to Software for conducting event studies · 8
Event study → Besides, Event, EventStudyTools, Eventus, Matlab, MS Excel, Single, STATA
related to Application to merger analysis · 7
Event study → Dalkir, Federal Trade Commission, Inc, Office Depot, Staples, The, Warren-Boulton
is a · 2
Event study → difference-in-differences design applied to panel data, statistical and econometric method to assess the impact of events on outcome variables

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Important terminology

event studies returns market stock used study events research abnormal analysis methodology 1997 using model common mergers statistical mackinlay normal

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Event studyis astatistical and econometric method to assess the impact of events on outcome variables0.90text
Event studyis adifference-in-differences design applied to panel data0.90text
mean returnsinstance ofor more simplistic approaches0.80text
during the 2008 financial crisisinstance ofThere is some evidence that during times of high fluctuations over the short run0.80text
too many companies tend to show significantly abnormal returns using the t-testinstance ofThere is some evidence that during times of high fluctuations over the short run0.80text
which makes it more difficult to determine which returns are trulyinstance ofThere is some evidence that during times of high fluctuations over the short run0.80text
Event studyrelated to Application to merger analysisThe0.60section
Event studyrelated to Application to merger analysisWarren-Boulton0.60section
Event studyrelated to Application to merger analysisDalkir0.60section
Event studyrelated to Application to merger analysisStaples0.60section
Event studyrelated to Application to merger analysisInc0.60section
Event studyrelated to Application to merger analysisOffice Depot0.60section

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    Min side: 3
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