Concepedia

Determination of the Appropriate Event Window Length in Individual Stock Event Studies

Dmitry Krivin, Robert T. Patton, Erica Billig Rose, David Tabak

SSRN Electronic Journal · 2003 · 56 citations · 0 references

Open access

Concepts

Social SciencesEconomicsFinanceEconometricsFinancial EconomicsTime Series AnalysisAsset Pricing EmpiricsEvent History AnalysisEvent Study AnalysisLaw Of Large NumbersEvent StudiesEvent Window