Year: 2009
Type: article
Abstract: A change in the stock value of a company is an important indicator of firm performance. Event studies, which look at abnormal stock price reactions to specific events or happenings that may impact a business's operations, represent a relatively new but fast growing research approach in the information systems field. Building on earlier literature reviews, in this paper we examine forty-six event studies related to information technology. The purpose of this updated review is to determine the current state of this research stream and to indentify existing research gaps. These gaps may represent promising opportunities for future event studies.
Authors: Narcyz Roztocki, Heinz Roland Weistroffer
Institutions: SUNY New Paltz, Virginia Commonwealth University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1533968683