Coverart for item
The Resource Analyzing event statistics in corporate finance : methodologies, evidences, and critiques, Jau-Lian Jeng, (electronic book)

Analyzing event statistics in corporate finance : methodologies, evidences, and critiques, Jau-Lian Jeng, (electronic book)

Label
Analyzing event statistics in corporate finance : methodologies, evidences, and critiques
Title
Analyzing event statistics in corporate finance
Title remainder
methodologies, evidences, and critiques
Statement of responsibility
Jau-Lian Jeng
Creator
Subject
Language
eng
Summary
Analyzing Event Statistics in Corporate Finance provides new alternative methodologies to increase accuracy when performing statistical tests within corporate finance.
Member of
Cataloging source
UK-WkNB
http://library.link/vocab/creatorDate
1955-
http://library.link/vocab/creatorName
Jeng, Jau-Lian
Index
index present
Literary form
non fiction
http://library.link/vocab/subjectName
Corporations
Summary expansion
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
Label
Analyzing event statistics in corporate finance : methodologies, evidences, and critiques, Jau-Lian Jeng, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 177-184) and index
Contents
PART I: EVENT STUDY METHODOLGY I 1. Data Collection in Long-run or Short-run Format? 2. Model Specifications for Normal (or Expected) Returns 3. Cumulative Abnormal Returns or Structural Change Tests? PART II: EVENT STUDY METHODOLOGY II 4. Recursive Estimation for Normal (or Expected) Returns 5. Time Will Tell! A Method with Occupation Time Statistics
Control code
9781137491602
Extent
xii, 186 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9781137491602
Other physical details
ill.
Specific material designation
unspecified
Type of computer file
PDF.
Label
Analyzing event statistics in corporate finance : methodologies, evidences, and critiques, Jau-Lian Jeng, (electronic book)
Publication
Bibliography note
Includes bibliographical references (p. 177-184) and index
Contents
PART I: EVENT STUDY METHODOLGY I 1. Data Collection in Long-run or Short-run Format? 2. Model Specifications for Normal (or Expected) Returns 3. Cumulative Abnormal Returns or Structural Change Tests? PART II: EVENT STUDY METHODOLOGY II 4. Recursive Estimation for Normal (or Expected) Returns 5. Time Will Tell! A Method with Occupation Time Statistics
Control code
9781137491602
Extent
xii, 186 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9781137491602
Other physical details
ill.
Specific material designation
unspecified
Type of computer file
PDF.

Library Locations

Processing Feedback ...