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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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event studies returns market stock used study events research abnormal analysis methodology 1997 using model common mergers statistical mackinlay normal
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Event study | is a | statistical and econometric method to assess the impact of events on outcome variables | 0.90 | text |
| Event study | is a | difference-in-differences design applied to panel data | 0.90 | text |
| mean returns | instance of | or more simplistic approaches | 0.80 | text |
| during the 2008 financial crisis | instance of | There is some evidence that during times of high fluctuations over the short run | 0.80 | text |
| too many companies tend to show significantly abnormal returns using the t-test | instance of | There is some evidence that during times of high fluctuations over the short run | 0.80 | text |
| which makes it more difficult to determine which returns are truly | instance of | There is some evidence that during times of high fluctuations over the short run | 0.80 | text |
| Event study | related to Application to merger analysis | The | 0.60 | section |
| Event study | related to Application to merger analysis | Warren-Boulton | 0.60 | section |
| Event study | related to Application to merger analysis | Dalkir | 0.60 | section |
| Event study | related to Application to merger analysis | Staples | 0.60 | section |
| Event study | related to Application to merger analysis | Inc | 0.60 | section |
| Event study | related to Application to merger analysis | Office Depot | 0.60 | section |
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