Contemporaneous event studies in corporate finance : methods, critiques and robust alternative approaches / Jau-Lian Jeng.
Jeng, Jau-Lian, 1955- author.
2020
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Title Contemporaneous event studies in corporate finance : methods, critiques and robust alternative approaches / Jau-Lian Jeng.
Author Jeng, Jau-Lian, 1955- author.
ISBN 9783030538095 (electronic book)
3030538095 (electronic book)
3030538087
9783030538088
Published Cham, Switzerland : Palgrave Macmillan, [2020]
Language English
Description 1 online resource
Access Note Access limited to authorized users.
Available in Other Form Print version: 9783030538088
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Part I The Conventional Approach
1.Popular Methods for Event Studies in Corporate Finance
Subjectivity versus Robustness
Part II Alternative Approach for the Contemporaneous Event Studies
2.Assessments of Normal Returns
3.Occupation Time Statistics
The Intensity of Events
4.Monitoring Tests and the Time of Duration
5.Sequential Monitoring for Corporate Events in using Occupation Time Statistics
6.Real-Time Applications of Monitoring and Empirical Performance.

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