Download e-book for kindle: Analyzing Event Statistics in Corporate Finance: by Jau-Lian Jeng

By Jau-Lian Jeng

ISBN-10: 1137397179

ISBN-13: 9781137397171

ISBN-10: 1349484814

ISBN-13: 9781349484812

studying occasion facts in company Finance offers new substitute methodologies to extend accuracy while acting statistical exams for occasion experiences inside of company finance. unlike traditional surveys or literature experiences, Jeng specializes in quite a few methodological defects or deficiencies that result in misguided empirical effects, which eventually produce undesirable company guidelines. This paintings discusses the problems of information assortment and constitution, the recursive smoothing for systematic parts in extra returns, the alternatives of occasion home windows, assorted time horizons for the occasions, and the implications of functions of alternative methodologies. In delivering development for occasion reviews in company finance, and in response to the truth that alterations in parameters for monetary time sequence are universal wisdom, a brand new replacement method is constructed to increase the conventional
analysis to extra powerful arguments.

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Analyzing Event Statistics in Corporate Finance: Methodologies, Evidences, and Critiques by Jau-Lian Jeng

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