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 Mergers and Acquisitions as the Pillar of Foreign Direct Investment by Jau-Lian Jeng
Cover of the book A Prelude to the Foundation of Political Economy by Jau-Lian Jeng
Cover of the book The Objects of Affection by Jau-Lian Jeng
Cover of the book Gender, Science Fiction Television, and the American Security State by Jau-Lian Jeng
Cover of the book Education and Female Entrepreneurship in Asia by Jau-Lian Jeng
Cover of the book Comparatively Queer by Jau-Lian Jeng
Cover of the book Why Higher Education Should Have a Leftist Bias by Jau-Lian Jeng
Cover of the book Urbanization and Urban Governance in China by Jau-Lian Jeng
Cover of the book Politics and History of Violence and Crime in Central America by Jau-Lian Jeng
Cover of the book Exchange Rates and International Financial Economics by Jau-Lian Jeng
Cover of the book Hunger and Irony in the French Caribbean by Jau-Lian Jeng
Cover of the book Ulrike Meinhof and the Red Army Faction by Jau-Lian Jeng
Cover of the book The Mediterranean World of Alfonso II and Peter II of Aragon (1162–1213) by Jau-Lian Jeng
Cover of the book Desire Between Women in Caribbean Literature by Jau-Lian Jeng
Cover of the book Players in the Public Policy Process 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