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Tag: event-studies
7 items with this tag.
Sep 12, 2026
1.7 Event Studies
pillar-quant-research
event-studies
abnormal-returns
market-efficiency
index-hub
Sep 12, 2026
1.7.1 Event Studies from Zero
pillar-quant-research
event-studies
intuition
abnormal-returns
market-efficiency
Sep 12, 2026
1.7.2 The Event-Study Methodology
pillar-quant-research
event-studies
market-model
event-window
estimation-window
Sep 12, 2026
1.7.3 Abnormal Returns & Cumulative Abnormal Returns (CAR)
pillar-quant-research
event-studies
abnormal-returns
car
cross-sectional-aggregation
Sep 12, 2026
1.7.4 Statistical Testing
pillar-quant-research
event-studies
hypothesis-testing
t-statistic
power
cross-correlation
Sep 12, 2026
1.7.5 Failure Modes & Real-World Practice
pillar-quant-research
event-studies
failure-modes
contamination
non-synchronous-trading
cross-correlation
Sep 12, 2026
1.7.6 Advanced Extensions
pillar-quant-research
event-studies
information-content
pead
ball-brown
cross-sectional-tests
long-horizon