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Event Studies for Financial Research

A Comprehensive Guide

Authors: Kliger, D., Gurevich, G.

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eBook $84.99
price for USA (gross)
  • ISBN 978-1-137-36879-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $110.00
price for USA
  • ISBN 978-1-137-43538-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $105.00
price for USA
  • ISBN 978-1-349-49318-0
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.
About this book

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.

About the authors

Doron Kliger is Associate Professor and Chair of the Department of Economics, University of Haifa, Israel, as well as a researcher and consultant, specializing in finance and behavioral economics. Kliger's research has been published in a wide range of finance and economics journals.

Gregory Gurevich teaches finance at the Faculty of Social Sciences, University of Haifa, Israel. His research in behavioral finance, experimental economics, and decision making has been published in renowned financial and economic journals.

Table of contents (9 chapters)

  • Introduction

    Kliger, Doron (et al.)

    Pages 1-3

  • Infrastructure: The Efficient Market Hypothesis

    Kliger, Doron (et al.)

    Pages 5-18

  • The Event Study Approach

    Kliger, Doron (et al.)

    Pages 19-43

  • A Simplified Example: The Effect of Air Crashes on Stock Prices

    Kliger, Doron (et al.)

    Pages 45-50

  • The Basic ESA Design

    Kliger, Doron (et al.)

    Pages 51-63

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-1-137-36879-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $110.00
price for USA
  • ISBN 978-1-137-43538-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $105.00
price for USA
  • ISBN 978-1-349-49318-0
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.

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Bibliographic Information

Bibliographic Information
Book Title
Event Studies for Financial Research
Book Subtitle
A Comprehensive Guide
Authors
Copyright
2014
Publisher
Palgrave Macmillan US
Copyright Holder
Palgrave Macmillan, a division of Nature America Inc.
eBook ISBN
978-1-137-36879-9
DOI
10.1057/9781137368799
Hardcover ISBN
978-1-137-43538-5
Softcover ISBN
978-1-349-49318-0
Edition Number
1
Number of Pages
XV, 189
Topics