Event-Induced Variance is a statistical phenomenon in event study analysis that refers to the increase in the variance of abnormal returns surrounding an event date, distinct from normal volatility, due to the informational impact or market reaction induced by the occurrence of the event.
18
Publications
2.6K
Citations
36
Authors
27
Institutions
Publications per year
2017–2026
2
Variants
Event-induced Volatility
Parents
Publications
18
Conducting Event Studies on a Small Stock Exchange
Jan Bartholdy, Dennis Olson, Paula Peare · European Journal of Finance · 2007 · 112 citations
1–5 of 18
Authors
36
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- PP
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- JB
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- DO
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- SE
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1–5 of 36
Institutions
27
American University of Sharjah
Sharjah, United Arab Emirates
2 h-index
2 publications
134 citations
University of Pennsylvania
Philadelphia, United States
2 h-index
2 publications
151 citations
Aarhus Business College
Viby, Denmark
2 h-index
2 publications
134 citations
Asian Institute of Technology
Pathum Thani, Thailand
1 h-index
2 publications
36 citations
University of Mississippi
Oxford, United States
1 h-index
1 publications
14 citations
Hammersmith Hospital
London, United Kingdom
1 h-index
7 publications
336 citations
University of South Carolina
Columbia, United States
1 h-index
1 publications
31 citations
University of Connecticut
Storrs, United States
1 h-index
1 publications
78 citations
1–8 of 27
Venues
- SSRN Electronic Journal
Repository · 3 publications · 67 citations
3
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- Journal of Financial and Quantitative Analysis
JFQA · 2 publications · 202 citations
2
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- Quarterly journal of business and economics
1 publications · 23 citations
1
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- Journal of Financial Economics
1 publications · 1.8K citations
1
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- Journal of Cerebral Blood Flow & Metabolism
1 publications · 48 citations
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1–5