Analyzing Event Statistics in Corporate Finance

Methodologies, Evidences, and Critiques

Business & Finance, Economics, Econometrics, Finance & Investing, Corporate Finance
Cover of the book Analyzing Event Statistics in Corporate Finance by Jau-Lian Jeng, Palgrave Macmillan US
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Jau-Lian Jeng ISBN: 9781137491602
Publisher: Palgrave Macmillan US Publication: February 4, 2015
Imprint: Palgrave Macmillan Language: English
Author: Jau-Lian Jeng
ISBN: 9781137491602
Publisher: Palgrave Macmillan US
Publication: February 4, 2015
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan US

Cover of the book Titoism, Self-Determination, Nationalism, Cultural Memory by Jau-Lian Jeng
Cover of the book Working in the Field by Jau-Lian Jeng
Cover of the book Social Change and Education in Greece by Jau-Lian Jeng
Cover of the book Readings in Performance and Ecology by Jau-Lian Jeng
Cover of the book Necroculture by Jau-Lian Jeng
Cover of the book Sponsoring Sufism by Jau-Lian Jeng
Cover of the book French Comedy on Screen by Jau-Lian Jeng
Cover of the book Literary Geographies by Jau-Lian Jeng
Cover of the book Women and Death in Film, Television, and News by Jau-Lian Jeng
Cover of the book Surrealism in Latin American Literature by Jau-Lian Jeng
Cover of the book The Arab Spring, Civil Society, and Innovative Activism by Jau-Lian Jeng
Cover of the book A Brief History of International Criminal Law and International Criminal Court by Jau-Lian Jeng
Cover of the book China's Rise to Power by Jau-Lian Jeng
Cover of the book From Shakespeare to Obama by Jau-Lian Jeng
Cover of the book Imaging Religion in Film by Jau-Lian Jeng
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy