Matches in SemOpenAlex for { <https://semopenalex.org/work/W3175656445> ?p ?o ?g. }
- W3175656445 endingPage "497" @default.
- W3175656445 startingPage "462" @default.
- W3175656445 abstract "In this article, I provide an overview of existing community-contributed commands for executing event studies. I assess which command could have been used to conduct event studies that have appeared in the past 10 years in 3 leading accounting, finance, and management journals. The older command eventstudy provides a comfortable graphical user interface and good functionality for event studies that do not require hypotheses testing. The command estudy, described in Pacicco, Vena, and Venegoni (2018, Stata Journal 18: 461–476; 2021, Stata Journal 21: 141–151), provides a set of commonly applied test statistics and useful exporting routines to spreadsheet software and LAT E X for event studies with a limited number of events. The most complete command in terms of available test statistics and benchmark models as well as its ability to handle events with insufficient data, thin trading, and large samples is eventstudy2." @default.
- W3175656445 created "2021-07-05" @default.
- W3175656445 creator A5002560396 @default.
- W3175656445 date "2021-06-01" @default.
- W3175656445 modified "2023-10-18" @default.
- W3175656445 title "Event studies with daily stock returns in Stata: Which command to use?" @default.
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