2014 | OriginalPaper | Buchkapitel
Introduction
verfasst von : Doron Kliger, Gregory Gurevich
Erschienen in: Event Studies for Financial Research
Verlag: Palgrave Macmillan US
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Event studies are overwhelmingly widespread in financial research. They encompass tools that are well suited for assessing the impact of numerous types of finance-related episodes on security prices and trading activity of publicly traded firms. Furthermore, they are capable of capturing the flow of information into security prices, shedding light, by doing so, on the efficiency of capital markets.