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Analyzing Event Statistics in Corporate Finance = Methodologies, Evidences, and Critiques /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Analyzing Event Statistics in Corporate Finance/ by Jau-Lian Jeng.
其他題名:	Methodologies, Evidences, and Critiques /
作者:	Jeng, Jau-Lian.
面頁冊數:	XI, 197 p.online resource. :
Contained By:	Springer Nature eBook
標題:	Econometrics. -
電子資源:	https://doi.org/10.1057/9781137491602
ISBN:	9781137491602

Analyzing Event Statistics in Corporate Finance = Methodologies, Evidences, and Critiques /
Jeng, Jau-Lian.

Analyzing Event Statistics in Corporate FinanceMethodologies, Evidences, and Critiques /[electronic resource] :by Jau-Lian Jeng. - 1st ed. 2015. - XI, 197 p.online resource.

Analyzing Event Statistics in Corporate Finance provides new alternative methodologies to increase accuracy when performing statistical tests for event studies within corporate finance. In contrast to conventional surveys or literature reviews, Jeng focuses on various methodological defects or deficiencies that lead to inaccurate empirical results, which ultimately produce bad corporate policies. This work discusses the issues of data collection and structure, the recursive smoothing for systematic components in excess returns, the choices of event windows, different time horizons for the events, and the consequences of applications of different methodologies. In providing improvement for event studies in corporate finance, and based on the fact that changes in parameters for financial time series are common knowledge, a new alternative methodology is developed to extend the conventional analysis to more robust arguments.

ISBN: 9781137491602

Standard No.: 10.1057/9781137491602doiSubjects--Topical Terms:

556981
Econometrics.

LC Class. No.: HB139-141

Dewey Class. No.: 330.015195

Analyzing Event Statistics in Corporate Finance = Methodologies, Evidences, and Critiques /
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