The event study in international business research: Opportunities, challenges, and practical solutions. [PDF]
J Int Bus Stud, 2022 The event study or event study method (ESM) is an empirical technique for capturing investors’ reaction to an event affecting one or more publicly traded firms.
Eden L +4 more
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Stock market reaction to the COVID-19 pandemic: an event study [PDF]
Portuguese Economic Journal, 2022 The COVID-19 pandemic created unprecedented challenges for communities and economies around the world. Based on 13 leading global stock indices, the event study method is adopted in this research to explore the impact of the COVID-19 pandemic on the ...
Ji X +6 more
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COVID-19 outbreak and sectoral performance of the Australian stock market: An event study analysis. [PDF]
Aust Econ Pap, 2021 The outbreak of COVID‐19 has weakened the economy of Australia and its capital market since early 2020. The overall stock market has declined. However, some sectors become highly vulnerable while others continue to perform well even in the crisis period.
Alam MM, Wei H, Wahid ANM.
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Implementing the Panel Event Study [PDF]
SSRN Electronic Journal, 2020 Many studies estimate the impact of exposure to some quasiexperimental policy or event using a panel event study design. These models, as a generalized extension of “difference-in-differences” designs or two-way fixed-effects models, allow for dynamic leads and lags to the event of interest to be estimated, while also controlling for fixed factors ...
Clarke, Damian, Tapia Schythe, Kathya
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The short‐run response of Saudi Arabia stock market to the outbreak of COVID‐19 pandemic: An event‐study methodology [PDF]
International Journal of Finance & Economics, 2021 This paper investigates the short‐term response of the Saudi stock market (Tadawul) to the COVID‐19 outbreak. Event study methodology applied to data derived from the 21 industry groups that constitute the Saudi stock market to calculate abnormal returns
Sayed O, Eledum H.
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COMPUTER STUDIES OF NEUROPHYSIOLOGICAL AND PSYCHOLOGICAL EVENTS [PDF]
Annals of the New York Academy of Sciences, 1964 Peer Reviewed ; http://deepblue.lib.umich.edu/bitstream/2027.42/116309/1/nyas00059 ...
Uttal, William R. +2 more
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Effect of Promotional Initiatives on Visits to a Dedicated Website for Physical Activity and Non-Communicable Disease in Luxembourg: An Event Study [PDF]
Frontiers in Public Health, 2017 The Sport-Santé project and its website (www.sport-sante.lu) promote physical activity for individuals with non-communicable diseases (NCDs) in Luxembourg.
Alexis Lion +12 more
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Market reactions to the arrival and containment of COVID-19: An event study. [PDF]
Financ Res Lett, 2021 Heyden KJ, Heyden T.
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Pre-event Trends in the Panel Event-study Design
Working paper (Federal Reserve Bank of Philadelphia), 2018 We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the confounds.
Christian Hansen +3 more
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The impacts of COVID-19 on the global airline industry: An event study approach. [PDF]
J Air Transp Manag, 2020 Maneenop S, Kotcharin S.
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