國立虎尾科技大學 |

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Analyzing Event Statistics in Corporate Finance/ by Jau-Lian Jeng.
Reminder of title:	Methodologies, Evidences, and Critiques /
Author:	Jeng, Jau-Lian.
Description:	XI, 197 p.online resource. :
Contained By:	Springer Nature eBook
Subject:	Econometrics. -
Online resource:	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 /
LDR:02290nam a22003855i 4500 001 964809
003 DE-He213
005 20200919212004.0
007 cr nn 008mamaa
008 201211s2015 xxu| s |||| 0|eng d
020 $a 9781137491602 $9 978-1-137-49160-2
024 7 $a 10.1057/9781137491602 $2 doi
035 $a 978-1-137-49160-2
050 4 $a HB139-141
072 7 $a KCH $2 bicssc
072 7 $a BUS021000 $2 bisacsh
072 7 $a KCH $2 thema
082 0 4 $a 330.015195 $2 23
100 1 $a Jeng, Jau-Lian. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1202171
245 1 0 $a Analyzing Event Statistics in Corporate Finance $h [electronic resource] : $b Methodologies, Evidences, and Critiques / $c by Jau-Lian Jeng.
250 $a 1st ed. 2015.
264 1 $a New York : $b Palgrave Macmillan US : $b Imprint: Palgrave Macmillan, $c 2015.
300 $a XI, 197 p. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
520 $a 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.
650 0 $a Econometrics. $3 556981
650 0 $a Corporations—Finance. $3 1253876
650 0 $a Financial engineering. $3 591542
650 0 $a Business enterprises—Finance. $3 1253877
650 0 $a Statistics . $3 1253516
650 2 4 $a Corporate Finance. $3 1069043
650 2 4 $a Financial Engineering. $3 1107684
650 2 4 $a Business Finance. $3 1069042
650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 1211158
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9781137397171
776 0 8 $i Printed edition: $z 9781349484812
776 0 8 $i Printed edition: $z 9781349484805
856 4 0 $u https://doi.org/10.1057/9781137491602
912 $a ZDB-2-PEF
912 $a ZDB-2-SXEF
950 $a Palgrave Economics & Finance Collection (SpringerNature-41136)
950 $a Economics and Finance (R0) (SpringerNature-43720)