Contemporaneous Event Studies in Corporate Finance

Methods, Critiques and Robust Alternative Approaches

Häftad, Engelska, 2021

AvJau-Lian Jeng

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Providing a comprehensive overview of event study methodology in the field of corporate finance, this book discusses how traditional methods verify the significance and insignificance of events in statistical sampling, and emphasize possible deviation from the statistics of interest.

Produktinformation

Utgivningsdatum2021-11-05
Mått148 x 210 x undefined mm
FormatHäftad
SpråkEngelska
Antal sidor227
FörlagSpringer Nature Switzerland AG
ISBN9783030538118

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Finansiering inom Ekonomi och ledarskap

Jau-Lian Jeng is Professor of Finance at Azusa Pacific University in the USA. He teaches courses in corporate finance, managerial finance, financial analysis, financial risk management, and applied business research. An expert in mathematical modeling, statistical analyses and econometric and time series modeling, Jau-Lien has written a number of articles for academic journals, including the Global Finance Journal and Chinese Economy. He has also published two books with Palgrave Macmillan: Analyzing Event Studies in Corporate Finance (2015) and Empirical Asset Pricing Models (2018).

Part I The Conventional Approach.- 1.Popular Methods for Event Studies in Corporate Finance − Subjectivity versus Robustness.- Part II Alternative Approach for the Contemporaneous Event Studies.- 2.Assessments of Normal Returns.- 3.Occupation Time Statistics - The Intensity of Events.- 4.Monitoring Tests and the Time of Duration.- 5.Sequential Monitoring for Corporate Events in using Occupation Time Statistics.- 6.Real-Time Applications of Monitoring and Empirical Performance.