In der empirischen Forschung an unserem Lehrstuhl benutzen wir unter anderem die Software von
Event Study Metrics zur Berechnung von:

• Cumulative Abnormal Returns


• Buy-and-hold Abnormal Returns


• Fama-French Calendar Time Portfolios

Produktbeschreibung:

"Event Study Metrics allows you to perform state-of-the art event study analyses (for stocks, bonds, and CDS) within minutes. No programming is needed. You can select different estimation methods and test statistics to conduct your analyses: Event Study Metrics allows you to apply the cumulative abnormal return method, the buy-and-hold method, and the calendar time portfolios approach. For each method, different return models and parametric as well as non-parametric test statistics are available."



Detailliertere Informationen zum Tool und dessen Anwendung finden Sie hier.