Financial Event Studies
A financial event study measures the impact of an event (announcement, regulation, shock) on security prices by estimating abnormal returns — the difference between actual returns and expected returns absent the event. The method exploits the assumption that in efficient markets, prices adjust quickly to new information.
Where it sits
left: what it builds on · right: what builds on it · pale: exampleContributed by E2ER contributors
How studies reach it
- No Cash Flows, New Owners: Spot Bitco… → Financial Event Studies
- Exchange outages and crypto bid-ask s… → Financial Event StudiesExample
- Attention shocks and small-cap mispri… → Financial Event StudiesExample
- Late-evening disclosures and next-day… → Financial Event StudiesExample
- Earnings announcements and retail tra… → Financial Event StudiesExample
- Minimum wage increases and teen emplo… → Financial Event StudiesExample
and 13 more
Disciplines it reaches
Solid: published studies. Light: examples.
Computed from the records on this site: what each study, template and specialist names as used, which study extends which, and who contributed what. 19 studies in total.
Provenance
- Project
- E2ER bundled skills
- Maintained by
- E2ER contributors
- Licence
- MIT
- Source file
- bhanneke/E2ER-project/blob/orgsci-mvp/skills/files/econometrics/event-study.md
- Identifier
- e2er/econometrics/event-study
Use it
Ships with every installation of E2ER.
Used by
Evaluations
PlannedNo evaluation record yet. An evaluation shows where a skill breaks before others rely on it.
Evaluate this skillDescription
Data model- Discipline
- Economics
- Method family
- Empirical (quantitative)
- Design
- Event study
- Research stage
- Data analysis
- Contributors
- E2ER contributors (Software, Methodology)
- Usage
- used in 1 template · 1 published study · loaded by 1 specialist · Examples: 2 example templates, 13 example studies
- Source
- E2ER repository · skills/files · @3b91f0e
- Record
- skill:e2er/econometrics/event-study · JSON
Solid tags are declared by the source or mapped from its terms; dashed tags are inferred by a published rule. Hover a tag for its provenance.