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Record events attribution in climate studies
Environmetrics, 2022AbstractWithin the statistical climatology literature, inferring the contributions of potential causes with regard to climate change has become a recurrent research theme during this last decade. In particular, disentangling human induced (anthropogenic) forcings from natural causes represents a nontrivial statistical task, especially when the focal ...
Worms, Julien, Naveau, Philippe
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The Review of Economics and Statistics, 1992
This paper discusses appropriate methodology for measuring the effect of an event on the value of a firm's equity. Th e key points are (1) cumulative abnormal returns do not measure the effect of an event on firm value if there are dividends during the event window; (2) it is generally appropriate to use pre-event parameters of the return-generating ...
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This paper discusses appropriate methodology for measuring the effect of an event on the value of a firm's equity. Th e key points are (1) cumulative abnormal returns do not measure the effect of an event on firm value if there are dividends during the event window; (2) it is generally appropriate to use pre-event parameters of the return-generating ...
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COVID-19 Effects on the US Stock Index Returns: An Event Study Approach
, 2020This paper aims to measure the impact of COVID-19 pandemic on the US stock market.It applies Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Vector Autoregressive (VAR) and Event study Method (ESM) models.
Emon Kalyan Chowdhury +1 more
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Geography and the study of events
2015One of the criticisms sometimes levelled at relatively young subject areas such as Event Studies is that they suffer from a lack of theory which in turn limits their ability to make major contributions to the development of knowledge. This criticism has been particularly strong with respect to the management of large-scale hallmark or mega-events (Grun ...
C. Michael Hall, Stephen J. Page
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A study of life events in mania
Journal of Affective Disorders, 1994After clinical recovery, 46 manic patients were screened for evidence of life events during a period of 6 months before the first episode of mania (DSMIIIR criteria) and 6 months after the episode. Within-patient group comparisons showed that patients who reported life events had a significantly higher presumptive mean stress score before manic episode
R. Chandrasekaran +2 more
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Misspecification in event studies
Journal of Corporate Finance, 2017Abstract We examine the statistical error and efficiency associated with two commonly used event-study techniques when applied to samples of various sizes. Previous research has established that the frequently used Patell (1976) test is not well specified when the event itself creates additional return variance.
Jim Musumeci, Joseph M. Marks
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Electrogoniometric Study of Jumping Events
Research Quarterly. American Association for Health, Physical Education and Recreation, 1967Abstract Simultaneous recordings of the action of the hip, knee, ankle, and big toe joints during the execution of the running broad jump, high jump, and triple jump were made by means of electrogoniometry The goniograms obtained were analyzed for (a) the degrees of angles formed at these joints, amplitude of movement, and angular velocity of the ...
Vassilis Klissouras, Peter V. Karpovich
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A Note on Intraday Event Studies
European Accounting Review, 2017We investigate the specification and power of intraday event study test statistics. Mean, market, and matched firm models generate well-specified return results for a range of intervals up to 60 mi...
Nhut H. Nguyen +3 more
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Events and EVENTUS: Understanding and Facilitating Event Studies
Journal of Business & Finance Librarianship, 2013Event studies and the techniques they employ are a standard form of business analysis. The authors examine a widely used event study software program EVENTUS to demonstrate the mechanics of data description and to analyze the program's output. In addition, the authors describe a useful source of information for capturing news of specific business ...
Edward J. Lusk, Michael Halperin
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Using Event Studies to Assess the Impact of Unexpected Events [PDF]
Business Economics, 2013 The quantitative assessment of the financial impact of unexpected events is the realm of the “event study.” We examine how CEOs, boards, and public policymakers can utilize event studies to inform and improve their decision making. The breadth of application of event studies is surprisingly broad and ranges from situations involving the death of a CEO ...
James V Koch, Robert N Fenili
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