Event Studies in Economics and Finance
介绍了事件研究方法，用于衡量经济事件对企业价值的影响，通过分析事件前后的证券价格来评估市场反应，并讨论了潜在问题与示例。
The event study is an important research tool in economics and finance. The goal of an event study is to measure the effects of an economic event on the value of firms. Event study methods exploit the fact that, given rationality in the marketplace, the effects of an event will be reflected immediately in security prices. Thus the impact can be measured by examining security prices surrounding the event. In this paper event study methods are described including some of the potential complications. An example is included to illustrate the approach.