This class was created by Brainscape user Jack Cadle. Visit their profile to learn more about the creator.
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Jack Cadle
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Decks in this class (9)
Lec 1 - research in finance and essentials of econometrics
What is theoretical research,
What are examples of theoretical ...,
What is empirical research
27
cards
Lec 2 - regression
What are regressions used for,
What is the market model,
What does ols mean
6
cards
Lec 3 - intro to short-term event study
What is an event study,
What is an event date,
What is an example of a corporate...
18
cards
Lec 4 - Intro to short-term study (2/2)
How do we estimate expected retur...,
What are the two periods that nee...,
What happens in the estimation pe...
25
cards
Lec 5 - Introduction to Long-Term Event Study
How long is the test period in lo...,
What are the 2 broad approaches o...,
What is the intercept in asset pr...
11
cards
Lec 6 - More on Event Study
What is the the thin trading problem,
What is the thin trading problem ...,
What happens to the parameters in...
28
cards
Lec 7 - Mesuring abnormal return in short term
What do the following factors mean,
What is rit made up of,
What is e rit
17
cards
Joiny Hypothesis problem
What does joint hypothesis refer to,
2
cards
Measurement and Inference for Long-term abnormal returns
1
cards
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Empirical Finane
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