Titlebook: Analyzing Event Statistics in Corporate Finance; Methodologies, Evide Jau-Lian Jeng Book 2015 Palgrave Macmillan, a division of Nature Amer

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https://doi.org/10.1007/978-1-4939-7662-1he hypotheses testings of the conventional CARs and CUSUM statistics are almost identical except for the asymptotic distributions applied. The CARs tests apply the (asymptotic) normality, while CUSUM tests are based on Brownian motion or Brownian bridge.

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978-1-349-48481-2Palgrave Macmillan, a division of Nature America Inc. 2015

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Upping the Ante: Enhancing Deal ValueShould the short-run data set such as daily returns (or even high-frequency data) be applied? Or, should one try with the longer horizon data? A painful browse through all related literature shows that it is easy to find that there is no definite rule applied to this issue. One question often asked

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Iran and Qatar: A Forced Rapprochement,d differs from the conventional event study tests in that, instead of testing the parameter changes over time, the durability of the parameter changes and persistence of the impacts is idscussed. In other words, the method considers the intensitity of the impacts from announcements or events may las