Contemporaneous Event Studies in Corporate Finance: Methods, Critiques and Robust Alternative Approaches
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing AG
2020
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| Schlagworte: | |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 Online-Ressource (239 Seiten) |
| ISBN: | 9783030538095 |
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| 505 | 8 | |a Intro -- Preface -- Appreciation -- Introduction -- Contents -- List of Tables -- Part I The Conventional Approach -- 1 Popular Methods for Event Studies in Corporate Finance-Subjectivity Versus Robustness -- 1.1 Introduction -- 1.2 Identification of Event Windows-Timing the Events -- 1.2.1 Event Dependency and Structural Change in Security Pricing Models -- 1.2.2 Random Event Dates (ch1Ball1988) -- 1.2.3 Contaminated Estimation Period (ch1Aktas2007) -- 1.2.4 Multiperiod Event Studies (ch1Karafiath1991) -- 1.3 Cumulative Abnormal Returns-Construction and the Statistical Test -- 1.4 The Other Econometric Issues in Event Study: Problems and Developments -- References -- Part II Alternative Approach for the Contemporaneous Event Studies -- 2 Assessments of Normal Returns -- 2.1 Introduction -- 2.2 Estimation of the Normal Returns: Static or Recursive? -- References -- 3 Occupation Time Statistics-The Intensity of Events -- 3.1 Endurance of Impacts from Events: The Occupation Time Statistics -- 3.2 Introduction -- 3.3 Asymptotic Properties of Occupation Time (or Sojourn) for Diffusion Processes -- 3.4 Empirical Processes and the Asymptotic Properties -- 3.5 Occupation Time Statistics and Similarity with Empirical Process -- References -- 4 Monitoring Tests and the Time of Duration -- 4.1 Introduction -- 4.2 Essential Corporate Finance Events and Intensity -- 4.3 Stochastic Drawdown and Market Crash -- References -- 5 Sequential Monitoring for Corporate Events in Using Occupation Time Statistics -- 5.1 Introduction -- 5.2 Sequential Monitoring Tests and Analyses -- 5.3 Convergence in Distribution for Sequential Empirical Process and Similarity with Occupation time Statistics -- 5.4 Sequential Analysis for Monitoring of Change in Occupation Time Statistic -- References -- 6 Real-Time Applications of Monitoring and Empirical Performance | |
| 505 | 8 | |a 6.1 Applications -- References -- Concluding Remark -- Index | |
| 650 | 4 | |a Corporations-Finance | |
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Datensatz im Suchindex
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| author | Jeng, Jau-Lian |
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| author_sort | Jeng, Jau-Lian |
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| contents | Intro -- Preface -- Appreciation -- Introduction -- Contents -- List of Tables -- Part I The Conventional Approach -- 1 Popular Methods for Event Studies in Corporate Finance-Subjectivity Versus Robustness -- 1.1 Introduction -- 1.2 Identification of Event Windows-Timing the Events -- 1.2.1 Event Dependency and Structural Change in Security Pricing Models -- 1.2.2 Random Event Dates (ch1Ball1988) -- 1.2.3 Contaminated Estimation Period (ch1Aktas2007) -- 1.2.4 Multiperiod Event Studies (ch1Karafiath1991) -- 1.3 Cumulative Abnormal Returns-Construction and the Statistical Test -- 1.4 The Other Econometric Issues in Event Study: Problems and Developments -- References -- Part II Alternative Approach for the Contemporaneous Event Studies -- 2 Assessments of Normal Returns -- 2.1 Introduction -- 2.2 Estimation of the Normal Returns: Static or Recursive? -- References -- 3 Occupation Time Statistics-The Intensity of Events -- 3.1 Endurance of Impacts from Events: The Occupation Time Statistics -- 3.2 Introduction -- 3.3 Asymptotic Properties of Occupation Time (or Sojourn) for Diffusion Processes -- 3.4 Empirical Processes and the Asymptotic Properties -- 3.5 Occupation Time Statistics and Similarity with Empirical Process -- References -- 4 Monitoring Tests and the Time of Duration -- 4.1 Introduction -- 4.2 Essential Corporate Finance Events and Intensity -- 4.3 Stochastic Drawdown and Market Crash -- References -- 5 Sequential Monitoring for Corporate Events in Using Occupation Time Statistics -- 5.1 Introduction -- 5.2 Sequential Monitoring Tests and Analyses -- 5.3 Convergence in Distribution for Sequential Empirical Process and Similarity with Occupation time Statistics -- 5.4 Sequential Analysis for Monitoring of Change in Occupation Time Statistic -- References -- 6 Real-Time Applications of Monitoring and Empirical Performance 6.1 Applications -- References -- Concluding Remark -- Index |
| ctrlnum | (ZDB-30-PQE)EBC6384522 (ZDB-30-PAD)EBC6384522 (ZDB-89-EBL)EBL6384522 (OCoLC)1225893168 (DE-599)BVBBV048224457 |
| dewey-full | 338.60410727 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.60410727 |
| dewey-search | 338.60410727 |
| dewey-sort | 3338.60410727 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:50:39Z |
| indexdate | 2024-07-10T09:32:29Z |
| institution | BVB |
| isbn | 9783030538095 |
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| spelling | Jeng, Jau-Lian Verfasser aut Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches Cham Springer International Publishing AG 2020 ©2020 1 Online-Ressource (239 Seiten) txt rdacontent c rdamedia cr rdacarrier Description based on publisher supplied metadata and other sources Intro -- Preface -- Appreciation -- Introduction -- Contents -- List of Tables -- Part I The Conventional Approach -- 1 Popular Methods for Event Studies in Corporate Finance-Subjectivity Versus Robustness -- 1.1 Introduction -- 1.2 Identification of Event Windows-Timing the Events -- 1.2.1 Event Dependency and Structural Change in Security Pricing Models -- 1.2.2 Random Event Dates (ch1Ball1988) -- 1.2.3 Contaminated Estimation Period (ch1Aktas2007) -- 1.2.4 Multiperiod Event Studies (ch1Karafiath1991) -- 1.3 Cumulative Abnormal Returns-Construction and the Statistical Test -- 1.4 The Other Econometric Issues in Event Study: Problems and Developments -- References -- Part II Alternative Approach for the Contemporaneous Event Studies -- 2 Assessments of Normal Returns -- 2.1 Introduction -- 2.2 Estimation of the Normal Returns: Static or Recursive? -- References -- 3 Occupation Time Statistics-The Intensity of Events -- 3.1 Endurance of Impacts from Events: The Occupation Time Statistics -- 3.2 Introduction -- 3.3 Asymptotic Properties of Occupation Time (or Sojourn) for Diffusion Processes -- 3.4 Empirical Processes and the Asymptotic Properties -- 3.5 Occupation Time Statistics and Similarity with Empirical Process -- References -- 4 Monitoring Tests and the Time of Duration -- 4.1 Introduction -- 4.2 Essential Corporate Finance Events and Intensity -- 4.3 Stochastic Drawdown and Market Crash -- References -- 5 Sequential Monitoring for Corporate Events in Using Occupation Time Statistics -- 5.1 Introduction -- 5.2 Sequential Monitoring Tests and Analyses -- 5.3 Convergence in Distribution for Sequential Empirical Process and Similarity with Occupation time Statistics -- 5.4 Sequential Analysis for Monitoring of Change in Occupation Time Statistic -- References -- 6 Real-Time Applications of Monitoring and Empirical Performance 6.1 Applications -- References -- Concluding Remark -- Index Corporations-Finance Erscheint auch als Druck-Ausgabe Jeng, Jau-Lian Contemporaneous Event Studies in Corporate Finance Cham : Springer International Publishing AG,c2020 9783030538088 |
| spellingShingle | Jeng, Jau-Lian Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches Intro -- Preface -- Appreciation -- Introduction -- Contents -- List of Tables -- Part I The Conventional Approach -- 1 Popular Methods for Event Studies in Corporate Finance-Subjectivity Versus Robustness -- 1.1 Introduction -- 1.2 Identification of Event Windows-Timing the Events -- 1.2.1 Event Dependency and Structural Change in Security Pricing Models -- 1.2.2 Random Event Dates (ch1Ball1988) -- 1.2.3 Contaminated Estimation Period (ch1Aktas2007) -- 1.2.4 Multiperiod Event Studies (ch1Karafiath1991) -- 1.3 Cumulative Abnormal Returns-Construction and the Statistical Test -- 1.4 The Other Econometric Issues in Event Study: Problems and Developments -- References -- Part II Alternative Approach for the Contemporaneous Event Studies -- 2 Assessments of Normal Returns -- 2.1 Introduction -- 2.2 Estimation of the Normal Returns: Static or Recursive? -- References -- 3 Occupation Time Statistics-The Intensity of Events -- 3.1 Endurance of Impacts from Events: The Occupation Time Statistics -- 3.2 Introduction -- 3.3 Asymptotic Properties of Occupation Time (or Sojourn) for Diffusion Processes -- 3.4 Empirical Processes and the Asymptotic Properties -- 3.5 Occupation Time Statistics and Similarity with Empirical Process -- References -- 4 Monitoring Tests and the Time of Duration -- 4.1 Introduction -- 4.2 Essential Corporate Finance Events and Intensity -- 4.3 Stochastic Drawdown and Market Crash -- References -- 5 Sequential Monitoring for Corporate Events in Using Occupation Time Statistics -- 5.1 Introduction -- 5.2 Sequential Monitoring Tests and Analyses -- 5.3 Convergence in Distribution for Sequential Empirical Process and Similarity with Occupation time Statistics -- 5.4 Sequential Analysis for Monitoring of Change in Occupation Time Statistic -- References -- 6 Real-Time Applications of Monitoring and Empirical Performance 6.1 Applications -- References -- Concluding Remark -- Index Corporations-Finance |
| title | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_auth | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_exact_search | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_exact_search_txtP | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_full | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_fullStr | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_full_unstemmed | Contemporaneous Event Studies in Corporate Finance Methods, Critiques and Robust Alternative Approaches |
| title_short | Contemporaneous Event Studies in Corporate Finance |
| title_sort | contemporaneous event studies in corporate finance methods critiques and robust alternative approaches |
| title_sub | Methods, Critiques and Robust Alternative Approaches |
| topic | Corporations-Finance |
| topic_facet | Corporations-Finance |
| work_keys_str_mv | AT jengjaulian contemporaneouseventstudiesincorporatefinancemethodscritiquesandrobustalternativeapproaches |