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Quantitative Finance · Begrippenlijst

Wat is Event study, event window?

Ook bekend als: event study · event window

Definition 7.1 Strategies I: Equities and Futures · Hoofdstuk 7 — Earnings

An event study measures the average abnormal return of securities in event time, relative to the date of an event of a given kind, over an event window of days before and after it, to separate the event’s effect from the market’s.

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