Research Methods for Corporate, Securities, and Financial Law
A Practical Guide to Event Studies
A. Craig MacKinlay
- Year
- 1997
- Venue
- Journal of Economic Literature
- Level
- Advanced
Summary
Provides a practical overview of event-study methodology, including abnormal-return measurement, expected-return models, event windows, and statistical testing. The article is especially useful for legal research involving disclosure, enforcement actions, mergers, and regulatory events.
Citation
A. Craig MacKinlay. "A Practical Guide to Event Studies." Journal of Economic Literature, 1997.
BibTeX
@article{MacKinlay1997A,
title = {A Practical Guide to Event Studies},
author = {A. Craig MacKinlay},
year = {1997},
journal = {Journal of Economic Literature},
url = {https://www.jstor.org/stable/2729691}
}