Event Studies: Market Efficiency

In course

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Description

This lecture covers event studies in financial economics, focusing on testing semi-strong Efficient Market Hypothesis. It explains the methodology for abnormal return calculation, event window normalization, and cumulative abnormal return. Examples include stock split announcements, earnings surprises, and monetary policy effects.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_867i1tpw

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Ontological neighbourhood

Business

Finance: Investment management

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