事件研究
事件(粒子物理)
利用
经济
理性
价值(数学)
财务
金融经济学
精算学
计算机科学
计算机安全
政治学
地理
机器学习
物理
量子力学
考古
法学
背景(考古学)
摘要
The event study is an important research tool in economics and finance. The goal of an event study is to measure the effects of an economic event on the value of firms. Event study methods exploit the fact that, given rationality in the marketplace, the effects of an event will be reflected immediately in security prices. Thus the impact can be measured by examining security prices surrounding the event. In this paper event study methods are described including some of the potential complications. An example is included to illustrate the approach.
科研通智能强力驱动
Strongly Powered by AbleSci AI