{"id":8214,"date":"2022-05-11T16:45:24","date_gmt":"2022-05-11T16:45:24","guid":{"rendered":"https:\/\/highclasswriters.com\/blog\/?p=8214"},"modified":"2022-05-11T16:45:25","modified_gmt":"2022-05-11T16:45:25","slug":"event-study-project","status":"publish","type":"post","link":"https:\/\/highclasswriters.com\/blog\/event-study-project\/","title":{"rendered":"Event study project"},"content":{"rendered":"\n<p><strong>FINAL SUBMISSION<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>Fully integrated report (not just concatenation of Proposal and Data submission)<\/li><li>Analysis will be based on:<\/li><\/ul>\n\n\n\n<ul class=\"wp-block-list\"><li>Raw returns<\/li><li>Market-adjusted returns<\/li><li>Risk-adjusted (abnormal) returns<\/li><li>Draw conclusions and statistical significance<\/li><\/ul>\n\n\n\n<ul class=\"wp-block-list\"><li>Analyze t-statistics for event dates and windows below. In addition, the t-statistics are computed for raw returns, market-adjusted returns, and risk-adjusted returns. There is a total of 15 t-statistics to compute.<\/li><\/ul>\n\n\n\n<ol class=\"wp-block-list\" type=\"a\"><li>t = -1<\/li><li>t = 0<\/li><li>t= +1<\/li><li>t= (-1, 1)<\/li><li>t= (0, 5)<\/li><\/ol>\n\n\n\n<ul class=\"wp-block-list\"><li>Conduct cross-sectional analysis on abnormal returns only (Dependent variable) and several firm-specific (independent) variables relevant to your topic. Hypothesize why you chose these independent variables and justify with citation from academic literature (if possible).<\/li><\/ul>\n\n\n\n<p>AR (on day 0) = b<sub>0<\/sub> + b<sub>1<\/sub>X<sub>1<\/sub> + b<sub>2<\/sub>X<sub>2+ <\/sub>b<sub>3<\/sub>X<sub>3<\/sub><\/p>\n\n\n\n<p>Full output and interpretation required: t-statistics, p-value, R<sup>2<\/sup>, adjusted R<sup>2<\/sup>, F-statistic.<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>Deliverable is Word file (not pdf) of report following basic academic format: abstract, introduction, data\/sample, methodology, empirical tests and results, conclusions and limitations.<\/li><\/ul>\n\n\n\n<ul class=\"wp-block-list\"><li>Excel work submitted as separate file on BB<\/li><\/ul>\n\n\n\n<p><em>Updated February 2022<\/em><\/p>\n","protected":false},"excerpt":{"rendered":"<p>FINAL SUBMISSION Fully integrated report (not just concatenation of Proposal and Data submission) Analysis will be based on: Raw returns [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"categories":[1],"tags":[],"class_list":["post-8214","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v24.9 - 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