Talk:Event study

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Needs enhancement edit

Latest comment: 2 years ago2 comments2 people in discussion

This article definitely needs enhancements: (1) The methodology of event studies should be explained. (2) Other examples besides merger analysis should be given. (3) general assumptions, like information efficiency, should be explained. The quote on Warren-Boulton and Dalkir is IMHO not a good definition of event studies, but illustrates one area of application. Schmettow 10:09, 14 July 2007 (UTC)Reply

> Agreed Dròpol (talk) 14:10, 13 December 2021 (UTC)Reply

adding more info edit

Latest comment: 12 years ago2 comments2 people in discussion

i'm thinking about adding stuff regarding econometric modelling on event studies i.e. explaining abnormal returns if no one has any objections. I'm not an expert, that's the only problem! —Preceding unsigned comment added by 122.107.190.203 (talk) 09:50, 6 April 2008 (UTC)Reply

I've just rewritten the introduction to make in more general. The article does need more information about the methodology, the assumptions and the statistics...

I'm not going to make any changes, but I have to agree that the references to Warren-Boulton and Dalkir (2001) are out of place here. Event studies are primarily an academic tool; that study was not published in a top journal and only has one citation from an academic journal, which are the two main academic measures of an article. It's especially jarring giving the lack of references to the founding event study in the literature (Fama, French, Jensen, and Roll, 1969) or any of the truly influential event studies, which number in the hundreds. Also, I have to disagree with the assessment in the opening paragraph that the basic idea centers on abnormal return. Many of the most-cited event studies are primarily short-run event studies that have no sensitivity to the definition of expected returns, and do not even necessarily need to make the aforesaid "adjustment". That adjustment is usually made, but it's not the basic idea (it also usually is not simply a market model - "adjusting for the return that stems from the price fluctuation of the market as a whole"). —Preceding unsigned comment added by 72.145.218.78 (talk) 03:30, 24 May 2011 (UTC)Reply

Adding link to personal website edit

Hi, I am new to wikipedia, so I don't want to breach any rules of participation and would like to check with you first. I found the web-coverage of this analysis technique generally poor and thus created a website including all relevant theory-background and also a free to use 'abnormal return calculator' (eventstudytools.com). Can I improve the content of the wikipedia-entry and also add a link to this calculator, or is this against some code of conduct?

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