How to calculate the BHAR (Buy-and-Hold Abnormal Returns)?
Oct 22, 2021 · For the $\text{BHAR}$ (Buy-and-Hold Abnormal Returns) formula, I just want to clarify the formula is that always compare with the first month trading price, or is compared …
Computing Buy-and-hold abnormal returns (BHARs) $= \\prod_{t …
Oct 22, 2016 · Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for …
BHAR Event Study - Index - Quantitative Finance Stack Exchange
Jun 16, 2019 · E.g., when computing BHAR of US Corporates around a certain event, I can use the simple returns of the Dow ...
BHAR Event Study Data - Quantitative Finance Stack Exchange
Jun 10, 2019 · I am about to run a long-run event study on certain events. For a short-term event study, I previously have used daily log returns. My question is now, what data I need for the …
Event Study t-test finding degrees of freedom for CAR and BHAR
Aug 5, 2021 · I'm running an event study and calculate the mean cumulative average return and the mean buy-and-hold abnormal return. The t-test is straightforward: t_CAR = …
Running regression to analyse how leverage changes around
Apr 3, 2019 · I am running a single variable regression with BHAR returns as independent variable and Leverage as dependent variable. I would like to analyse does the leverage 1 year …
Event Study - how to control for confounding events?
May 13, 2018 · $\begingroup$ In event studies on share repurchases it is common use to elude firms from the sample having an additional event in the event day 0.
Daily value weighted return and equally weighted size adjusted
Jul 13, 2017 · Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for …
programming - How to do an event study for multiple companies …
Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their …
Event study - Quantitative Finance Stack Exchange
Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their …