Event Study: Main Ideas
【Ｏｎｌｉｎｅ Ｃｏｕｒｓｅｓ】
⚡Getting Started with Stata: (24 lectures + 4 assignments = 5.5 hours content): available on Udemy: https://www.udemy.com/course/getting-...
⚡Applied Time Series using Stata (29 lectures + 4 assignments = 6.5 hours content): available on Udemy: https://www.udemy.com/course/applied-...
The video
We introduce Event Studies, which are used to quantify the impact of events on firms' value. We discuss estimation and event windows as well as normal returns. The latter is based on the constant-mean-return model and the market model.
GitHub
https://github.com/GerhardKling/DataA...
The channel
YUNIKARN focuses on publishing educational content in applied statistics, mathematics, and data science. In these fields, programming skills have become essential. Hence, we cover various programming languages, including Python, Stata, and C++, to tackle problems and for fun. We upload on Mondays recorded tutorials or live streams.
Hashtags
#classicbooks #finance #econometrics
