Appropriate Event Window Length in Event Studies

Event studies have found several applications in financial and accounting researches as the standard method to assess the average effect of some types of announcement on stock prices. In a large sample of announcements, event window length can be standardized (fixed) across observations, because the...

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Bibliographic Details
Main Authors: Mohammad Hossein Ghaemi, Javad Masoumi
Format: Article
Language:fas
Published: Shahid Bahonar University of Kerman 2011-06-01
Series:مجله دانش حسابداری
Subjects:
Online Access:https://jak.uk.ac.ir/article_17_ea1a212609503416c4701f9f7caffbdd.pdf