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- W18884027 abstract "Current practice in class action litigation entails a series of arbitrary assumptions about fundamental parameters that may not meet Daubert standards of scientific evidence. This paper surveys the commonly used models used to estimate stock price inflation and the number of damaged shares for the purposes of damage calculations in shareholder class action litigation. We propose tractable methods for improving current practice using: (1) a regression approach to event studies and (2) a new model (denoted the Theoretically-grounded Microstructure Trading Model or TMTM) that incorporates the well-established literature of market microstructure and trade direction into a model that can be estimated utilizing publicly available data. Actual trading data are used to validate the assumptions of the TMTM approach and to refute the assumptions of extant trading models such as the Proportional Trading Model (PTM) and the Two Trader Model (TTM)." @default.
- W18884027 created "2016-06-24" @default.
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- W18884027 date "2007-01-01" @default.
- W18884027 modified "2023-09-27" @default.
- W18884027 title "Meeting Daubert Standards in Calculating Damages For Shareholder Class Action Litigation" @default.
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