Year: 2018
Type: article
Abstract: In this article, we introduce the community-contributed command estudy and illustrate how it can be used to perform an event study customizing the statistical framework, from the estimates of abnormal returns to the tests for their statistical significance. Our command significantly improves the existing commands in terms of both completeness and user comprehension.
Authors: Fausto Pacicco, Luigi Vena, Andrea Venegoni
Institution: University Carlo Cattaneo
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W2883784646