Running Event Studies Using Stata : The Estudy Command

This paper proposes the Stata command estudy and illustrates how it can be used to perform an event study customizing the statistical framework, from the estimates of abnormal returns to the tests for their statistical significance. Our program significantly improves the existing modules both in terms of completeness and users' comprehension

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Year of publication:	2017
Authors:	Pacicco, Fausto
Other Persons:	Vena, Luigi (contributor) ; Venegoni, Andrea (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Software \| PC-Software \| PC software \| Theorie \| Theory

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Extent:	1 Online-Ressource (14 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 17, 2017 erstellt
Other identifiers:	10.2139/ssrn.3059521 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012944878