Event Studies: Detecting Abnormal Returns
碩士 === 銘傳大學 === 金融研究所 === 89 === Event studies offer useful evidence on how stock prices respond to information. Long-run abnormal returns research focus on delayed stock price reaction and abnormal performances, which are persisting for years following the specific events. To understand how informa...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68718889830658767277 |