E-Book, Englisch, 190 Seiten
Jeng Analyzing Event Statistics in Corporate Finance
2015
ISBN: 978-1-137-49160-2
Verlag: Palgrave Macmillan US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Methodologies, Evidences, and Critiques
E-Book, Englisch, 190 Seiten
ISBN: 978-1-137-49160-2
Verlag: Palgrave Macmillan US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Analyzing Event Statistics in Corporate Finance provides new alternative methodologies to increase accuracy when performing statistical tests within corporate finance.
Jau-Lian Jeng is Professor of Finance at Azusa Pacific University, USA.
Autoren/Hrsg.
Weitere Infos & Material
1;Cover;1
2;Half-Title;2
3;Title;4
4;Copyright;5
5;Contents;6
6;Preface;8
7;Acknowledgments;12
8;Part I Event Study Methodology I;13
8.1;Chapter 1 Data Collection in Long-Run or Short-Run Format?;14
8.2;Chapter 2 Model Specifications for Normal (or Expected) Returns;39
8.3;Chapter 3 Cumulative Abnormal Returns or Structural Change Tests?;92
9;Part II Event Study Methodology II;128
9.1;Chapter 4 Recursive Estimation for Normal (or Expected) Returns;129
9.2;Chapter 5 Time Will Tell! A Method with Occupation Time Statistics;143
10;Epilogue;176
11;Notes;179
12;References;182
13;Index;189
