Analyzing Event Statistics in Corporate Finance

Methodologies, Evidences, and Critiques

Authors: Jeng, Jau-Lian

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About this book

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.

About the authors

Jau-Lian Jeng is Professor of Finance at Azusa Pacific University, USA.

Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook 71,39 €
price for Spain (gross)
  • ISBN 978-1-137-49160-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 103,99 €
price for Spain (gross)
  • ISBN 978-1-137-39717-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 88,39 €
price for Spain (gross)
  • ISBN 978-1-349-48481-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Analyzing Event Statistics in Corporate Finance
Book Subtitle
Methodologies, Evidences, and Critiques
Authors
Copyright
2015
Publisher
Palgrave Macmillan US
Copyright Holder
Palgrave Macmillan, a division of Nature America Inc.
eBook ISBN
978-1-137-49160-2
DOI
10.1057/9781137491602
Hardcover ISBN
978-1-137-39717-1
Softcover ISBN
978-1-349-48481-2
Edition Number
1
Number of Pages
XI, 197
Topics