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514.00 ₪
EVENT STUDIES FOR FINANCIAL
514.00 ₪
ISBN13
9781137435385
יצא לאור ב
New York
מהדורה
1
זמן אספקה
21 ימי עסקים
עמודים
189
פורמט
Hardback
תאריך יציאה לאור
11 בינו׳ 2014
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.
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 essential for researchers and practitioners alike.
Event Studies for Financial Research aims to help readers obtain valuable hands-on experience with Event Study tools and gain technical skills for conducting their own studies. Kliger and Gurevich provide a detailed application of their approach, which consists of: a description of the method; references; guided applications; and elaborated framework for implementing the applications.
מהדורה | 1 |
---|---|
עמודים | 189 |
פורמט | Hardback |
ISBN10 | 1137435380 |
יצא לאור ב | New York |
תאריך יציאה לאור | 11 בינו׳ 2014 |
תוכן עניינים | Table of Contents 1. Introduction 2. Infrastructure: The Efficient Market Hypothesis (EMH) 3. The Event Study Approach (ESA) 4. A Simplified Example - the Effect of Air Crashes on Stock Prices 5. Basic ESA Design 6. Further ESA Design Issues 7. Basic Hands-on Exercise 8. Further Hands-on Exercises 9. Conclusion Bibliography? |
זמן אספקה | 21 ימי עסקים |
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