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Event Studies Methodology
Event studies methodology

The event studies methodology is one of the most widely techniques used to measure the impact of an event on a variable (e.g. the value of a firm). Following the seminal works of Ball and Brown (1968) and Fama et al. (1969), this tool has been applied in numerous works in finance and accounting with the purpose of studying the behaviour of security prices around an event, such as earnings announcements, debt and equity offerings, stock splits, dividend distribution and mergers and acquisitions, among others. This methodology had created a real revolution at different levels and areas and, as referred to in Campbell et al. (1997) to allude to the relevance of this methodology, the US Supreme Court accepts this ...

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