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Analyzing Event Statistics in Corporate Finance - Methodologies, Evidences, and Critiques (Paperback, 1st ed. 2015) Loot Price: R1,969
Discovery Miles 19 690
Analyzing Event Statistics in Corporate Finance - Methodologies, Evidences, and Critiques (Paperback, 1st ed. 2015): Jau-Lian...

Analyzing Event Statistics in Corporate Finance - Methodologies, Evidences, and Critiques (Paperback, 1st ed. 2015)

Jau-Lian Jeng

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Loot Price R1,969 Discovery Miles 19 690 | Repayment Terms: R185 pm x 12*

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Analyzing Event Statistics in Corporate Finance provides new alternative methodologies to increase accuracy when performing statistical tests for event studies within corporate finance. In contrast to conventional surveys or literature reviews, Jeng focuses on various methodological defects or deficiencies that lead to inaccurate empirical results, which ultimately produce bad corporate policies. This work discusses the issues of data collection and structure, the recursive smoothing for systematic components in excess returns, the choices of event windows, different time horizons for the events, and the consequences of applications of different methodologies. In providing improvement for event studies in corporate finance, and based on the fact that changes in parameters for financial time series are common knowledge, a new alternative methodology is developed to extend the conventional analysis to more robust arguments.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Release date: February 2015
First published: 2015
Authors: Jau-Lian Jeng
Dimensions: 216 x 140 x 11mm (L x W x T)
Format: Paperback
Pages: 197
Edition: 1st ed. 2015
ISBN-13: 978-1-349-48481-2
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Money & Finance > Corporate finance
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LSN: 1-349-48481-4
Barcode: 9781349484812

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