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(1) Event Study: An Empirical Approach Using MatLab to Generate AR and CAR
This post will help researchers to implement in MatLab workspace the technicalities of Event Study methodology.
We provide how to code AR and CAR for a 6 months estimation window.
(2) Event Study: An Empirical Approach Using MatLab to Generate AR and CAR with Market Model and Multi-Factor Model
This post will help researchers to implement in MatLab workspace the technicalities of Event Study methodology.
We provide how to code AR and CAR for a 6 months estimation window.
(3) Event Study: An Empirical Approach Using MatLab to Implementing Parametric Test
This post will help researchers to implement in MatLab workspace the technicalities of Event Study methodology.
We provide how to implement Parametric tests for the mean of (C)AR for a 6 months estimation window.
(4) Event Study: An Empirical Approach Using MatLab to Implementing Non Parametric Tests: “Sign Test and Corrado Rank Test”
This post will help researchers to implement in MatLab workspace the technicalities of Event Study methodology.
We provide how to implement Non Parametric tests for the mean of (C)AR for a 6 months estimation window.
(5) Event Study: An Empirical Approach Using MatLab to Implementing Non Parametric Tests: "(G)eneralized Rank Test"
This post will help researchers to implement in MatLab workspace the technicalities of Event Study methodology.
We provide how to implement Non Parametric tests for the mean of (C)AR for a 6 months estimation window.
(6) Event Study: An Empirical Approach Using MatLab to simulate Asset Paths with Geometric Brownian Motion (GBM).
This post will help researchers to implement in MatLab workspace the technicalities of Event Study methodology.
We provide how simulate asset paths with Geometric Brownian Motion using a Monte Carlo Simulation methods.
Wow these are really useful MatLab functions for someone who is interested in doing an Event Study. Also there are some important event study tools can be found on www.eventstudytools.com as well. These are quite helpful for the researchers who are doing event studies for their academic purposes. Thank you very much for sharing this.
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