Binder, John J - In: Review of Quantitative Finance and Accounting 11 (1998) 2, pp. 111-37
This paper discusses the event study methodology, beginning with FFJR (1969), including hypothesis testing, the use of … different benchmarks for the normal rate of return, the power of the methodology in different applications and the modeling of … statistical problems in event studies and their solutions. Copyright 1998 by Kluwer Academic Publishers …