Glossary of economics research
Results of search for event studies follow:
event studies:
Empirical study of prices of an asset just before and after some event, like
an announcement, merger, or dividend. Can be used to discuss whether the
market priced the information efficiently, whether there was private
information, etc.
This method was developed by Fama, Fisher, Jensen, and Roll
(1969) according to Weisbach, 1988, p
455
Contexts: finance
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