Download e-book for iPad: Analyzing Event Statistics in Corporate Finance: by Jau-Lian Jeng

By Jau-Lian Jeng

examining occasion records in company Finance presents new replacement methodologies to extend accuracy whilst acting statistical checks for occasion reviews inside company finance. not like traditional surveys or literature studies, Jeng specializes in a number of methodological defects or deficiencies that result in misguided empirical effects, which eventually produce undesirable company rules. This paintings discusses the problems of information assortment and constitution, the recursive smoothing for systematic parts in extra returns, the alternatives of occasion home windows, diversified time horizons for the occasions, and the implications of purposes of alternative methodologies. In offering development for occasion reviews in company finance, and in line with the truth that alterations in parameters for monetary time sequence are universal wisdom, a brand new replacement method is built to increase the conventional
analysis to extra powerful arguments.

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Analyzing Event Statistics in Corporate Finance: Methodologies, Evidences, and Critiques by Jau-Lian Jeng

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