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Journal articles on the topic 'Event Studies'

To see the other types of publications on this topic, follow the link: Event Studies.

Author: Grafiati

Published: 4 June 2021

Last updated: 4 May 2024

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1

Kumar, Vivek, and Arpita Srivastava. "Eventful Non-Events: Distinguishing an Event from a Non-Event in Event Studies." Theoretical Economics Letters 07, no. 05 (2017): 1067–80. http://dx.doi.org/10.4236/tel.2017.75072.

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2

Salinger, Michael. "Value Event Studies." Review of Economics and Statistics 74, no. 4 (November 1992): 671. http://dx.doi.org/10.2307/2109381.

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3

Halperin, Michael, and Edward J. Lusk. "Events and EVENTUS: Understanding and Facilitating Event Studies." Journal of Business & Finance Librarianship 18, no. 1 (January 2013): 1–13. http://dx.doi.org/10.1080/08963568.2013.737264.

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4

Marks, Joseph M., and Jim Musumeci. "Misspecification in event studies." Journal of Corporate Finance 45 (August 2017): 333–41. http://dx.doi.org/10.1016/j.jcorpfin.2017.05.003.

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5

Basdas, Ulkem, and Adil Oran. "Event studies in Turkey." Borsa Istanbul Review 14, no. 3 (September 2014): 167–88. http://dx.doi.org/10.1016/j.bir.2014.03.003.

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6

Zampolli, C. "Event-by-event fluctuation studies in the ALICE experiment." European Physical Journal C 49, no. 1 (October 27, 2006): 309–14. http://dx.doi.org/10.1140/epjc/s10052-006-0105-6.

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7

Koch, James V., and Robert N. Fenili. "Using Event Studies to Assess the Impact of Unexpected Events." Business Economics 48, no. 1 (February 2013): 58–66. http://dx.doi.org/10.1057/be.2012.34.

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8

Pernecky, Tomas, and Tijana Rakić. "Visual Methods in Event Studies." Event Management 23, no. 2 (March 5, 2019): 179–90. http://dx.doi.org/10.3727/152599518x15378845225447.

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9

Layton, Deborah, Lorna Hazell, and Saad A. W. Shakir. "Modified Prescription-Event Monitoring Studies." Drug Safety 34, no. 12 (December 2011): e1-e9. http://dx.doi.org/10.2165/11593830-000000000-00000.

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10

Salinger, Michael. "Standard Errors in Event Studies." Journal of Financial and Quantitative Analysis 27, no. 1 (March 1992): 39. http://dx.doi.org/10.2307/2331297.

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11

Corrado, Charles J. "Event studies: A methodology review." Accounting & Finance 51, no. 1 (October 20, 2010): 207–34. http://dx.doi.org/10.1111/j.1467-629x.2010.00375.x.

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12

Brown, S. "Derived factors in event studies." Journal of Financial Economics 14, no. 3 (September 1985): 491–95. http://dx.doi.org/10.1016/0304-405x(85)90010-8.

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13

O'Boyle, Neil. "The events before the event." MedieKultur: Journal of media and communication research 39, no. 75 (December 19, 2023): 075–93. http://dx.doi.org/10.7146/mk.v39i75.138196.

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This article demonstrates how the concept of paratexts can be employed in the analysis of unfolding sports events. Drawing on the work of Jonathan Gray and Matt Hills, it reflects on the “extended presence” of sports events across media, space, and time – how mean- ing is created before, during, and after their apparent conclusion, and how their mediated “centres” appear to move in the process. By way of illustration, it examines a boxing event in early 2023 involving the popular British boxers Chris Eubank Jr. and Liam Smith; how- ever, it focuses on the events before the event – namely, the preceding press conference and weigh-in – and suggests that these “entryway events” were paratextually significant in shaping expectations and attitudes towards the “main event”. The article also demon- strates how sports events feed into wider processes of social inclusion and exclusion, often acting as lightning rods for public discussions of socio-political issues, such as race, class, gender, and (in this case) sexual orientation.

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14

DeJong, A. D., A. J. Ridley, and C. R. Clauer. "Balanced reconnection intervals: four case studies." Annales Geophysicae 26, no. 12 (December 3, 2008): 3897–912. http://dx.doi.org/10.5194/angeo-26-3897-2008.

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Abstract. During steady magnetospheric convection (SMC) events the magnetosphere is active, yet there are no data signatures of a large scale reconfiguration, such as a substorm. While this definition has been used for years it fails to elucidate the true physics that is occurring within the magnetosphere, which is that the dayside merging rate and the nightside reconnection rate balance. Thus, it is suggested that these events be renamed Balanced Reconnection Intervals (BRIs). This paper investigates four diverse BRI events that support the idea that new name for these events is needed. The 3–4 February 1998 event falls well into the classic definition of an SMC set forth by Sergeev et al. (1996), while the other challenge some previous notions about SMCs. The 15 February 1998 event fails to end with a substorm expansion and concludes as the magnetospheric activity slowly quiets. The third event, 22–23 December 2000, begins with a slow build up of magnetospheric activity, thus there is no initiating substorm expansion. The last event, 17 February 1998, is more active (larger AE, AL and cross polar cap potential) than previously studied SMCs. It also has more small scale activity than the other events studied here.

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15

White, H. "The Historical Event." differences 19, no. 2 (January 1, 2008): 9–34. http://dx.doi.org/10.1215/10407391-2008-002.

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16

Getz, Donald. "Event Studies: Discourses and Future Directions." Event Management 16, no. 2 (April 1, 2012): 171–87. http://dx.doi.org/10.3727/152599512x13343565268456.

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17

Robertson, Martin, Faith Ong, Leonie Lockstone-Binney, and Jane Ali-Knight. "Critical Event Studies: Issues and Perspectives." Event Management 22, no. 6 (December 13, 2018): 865–74. http://dx.doi.org/10.3727/152599518x15346132863193.

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18

Rakić, Tijana, and Tomas Pernecky. "Visualizing the Future of Event Studies." Event Management 23, no. 2 (March 5, 2019): 279–86. http://dx.doi.org/10.3727/152599518x15403853721222.

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19

Chou, Pin-Huang. "Bootstrap Tests for Multivariate Event Studies." Review of Quantitative Finance and Accounting 23, no. 3 (November 2004): 275–90. http://dx.doi.org/10.1023/b:requ.0000042345.03125.6f.

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20

Kupiec, Paul, and Alan Mathios. "MERGERS, EVENT STUDIES AND SYSTEMATIC RISK." Financial Review 22, no. 3 (August 1987): 76. http://dx.doi.org/10.1111/j.1540-6288.1987.tb01210.x.

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21

Shirtcliff, Ben. "Critical event studies: approaches to research." Leisure/Loisir 42, no. 3 (July 3, 2018): 363–64. http://dx.doi.org/10.1080/14927713.2018.1564554.

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22

Marshall, Ben R., Nick Nguyen, and Nuttawat Visaltanachoti. "A Note on Intraday Event Studies." European Accounting Review 28, no. 3 (October 6, 2018): 605–19. http://dx.doi.org/10.1080/09638180.2018.1530606.

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23

Gürkaynak, Refet S., and Jonathan H. Wright. "Identification and Inference Using Event Studies." Manchester School 81 (August 13, 2013): 48–65. http://dx.doi.org/10.1111/manc.12020.

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24

Sexton, F. W. "Microbeam studies of single-event effects." IEEE Transactions on Nuclear Science 43, no. 2 (April 1996): 687–95. http://dx.doi.org/10.1109/23.490912.

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25

Luck, Steven J., Geoffrey F. Woodman, and Edward K. Vogel. "Event-related potential studies of attention." Trends in Cognitive Sciences 4, no. 11 (November 2000): 432–40. http://dx.doi.org/10.1016/s1364-6613(00)01545-x.

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26

O’Regan, Michael. "Critical event studies: approaches to research." Journal of Sport & Tourism 22, no. 3 (July 3, 2018): 271–72. http://dx.doi.org/10.1080/14775085.2018.1498151.

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27

Kolari, James W., and Seppo Pynnonen. "Nonparametric rank tests for event studies." Journal of Empirical Finance 18, no. 5 (December 2011): 953–71. http://dx.doi.org/10.1016/j.jempfin.2011.08.003.

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28

Chandy, P. R., and M. T. Cheung. "Event studies and replication: A commentary." International Review of Financial Analysis 4, no. 2-3 (January 1995): 183–84. http://dx.doi.org/10.1016/1057-5219(95)90015-2.

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29

Caton, Kellee. "Critical event studies: approaches to research." Annals of Leisure Research 21, no. 1 (April 24, 2017): 121–23. http://dx.doi.org/10.1080/11745398.2017.1319284.

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30

Maguire, Eleanor A. "Neuroimaging studies of autobiographical event memory." Philosophical Transactions of the Royal Society of London. Series B: Biological Sciences 356, no. 1413 (September 29, 2001): 1441–51. http://dx.doi.org/10.1098/rstb.2001.0944.

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Commonalities and differences in findings across neuroimaging studies of autobiographical event memory are reviewed. In general terms, the overall pattern across studies is of medial and left–lateralized activations associated with retrieval of autobiographical event memories. It seems that the medial frontal cortex and left hippocampus in particular are responsive to such memories. However, there are also inconsistencies across studies, for example in the activation of the hippocampus and dorsolateral prefrontal cortex. It is likely that methodological differences between studies contribute to the disparate findings. Quantifying and assessing autobiographical event memories presents a challenge in many domains, including neuroimaging. Methodological factors that may be pertinent to the interpretation of the neuroimaging data and the design of future experiments are discussed. Consideration is also given to aspects of memory that functional neuroimaging might be uniquely disposed to examine. These include assessing the functionality of damaged tissue in patients and the estimation of inter–regional communication (effective connectivity) between relevant brain regions.

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31

Karafiath, Imre, and David E. Spencer. "Statistical inference in multiperiod event studies." Review of Quantitative Finance and Accounting 1, no. 4 (December 1991): 353–71. http://dx.doi.org/10.1007/bf02408396.

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32

Sweeney, Richard J. "Levels of significance in event studies." Review of Quantitative Finance and Accounting 1, no. 4 (December 1991): 373–82. http://dx.doi.org/10.1007/bf02408397.

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33

McAfee, R. Preston, and Michael A. Williams. "Can event studies detect anticompetitive mergers?" Economics Letters 28, no. 2 (January 1988): 199–203. http://dx.doi.org/10.1016/0165-1765(88)90114-0.

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34

Dashper, Katherine, and Anne Buchmann. "Multispecies event experiences: introducing more-than-human perspectives to event studies." Journal of Policy Research in Tourism, Leisure and Events 12, no. 3 (December 11, 2019): 293–309. http://dx.doi.org/10.1080/19407963.2019.1701791.

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35

GORENER, Rifat, Ding Li, and John R. NORSWORTHY. "MULTI-LEVEL FILTERED EVENT STUDIES: A NEW APPROACH TO EVENT ANALYSIS." Journal of Global Strategic Management 1, no. 7 (June 17, 2013): 46. http://dx.doi.org/10.20460/jgsm.2013715675.

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36

Moon, Miri. "Book Review: Event Power: How Global Events Manage and Manipulate." Media International Australia 151, no. 1 (May 2014): 209–10. http://dx.doi.org/10.1177/1329878x1415100144.

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37

Slamka, Christian, Arina Soukhoroukova, and Martin Spann. "EVENT STUDIES IN REAL- AND PLAY-MONEY PREDICTION MARKETS." Journal of Prediction Markets 2, no. 2 (December 14, 2012): 53–70. http://dx.doi.org/10.5750/jpm.v2i2.441.

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Event study methodology is a powerful procedure to quantify the impact of events and managerial decisions such as new product announcements on the value of a publicly traded company. However, for many events, appropriate financial data may not be available, either because suitable securities are not traded on financial markets or confounding effects limit the insights from financial data. In such instances, prediction markets could potentially provide the necessary data for an event study. Prediction markets are electronic markets where participants can trade stocks whose prices reflect the outcome of future events, e.g. election outcomes, sports results, new product sales or internal project deadlines. One key distinction between different prediction market applications is whether they require real money investments or play-money investment with non-monetary incentives for traders. Thus, the goal of this paper is to compare prediction markets’ ability to conduct event studies with respect to these two different incentive schemes. We empirically test the applicability of event study methodology in real-money vs. play-money prediction markets with two data sets. We show that event studies with prediction markets deliver robust and valid results with both incentive schemes.

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38

Mukherjee, Maitreyee, Sumit Basu, Sanchari Thakur, Souvik P. Adhya, Arghya Chatterjee, Sandeep Chatterjee, and Tapan K. Nayak. "Estimation of the isothermal compressibility from event-by-event multiplicity fluctuation studies." EPJ Web of Conferences 171 (2018): 14010. http://dx.doi.org/10.1051/epjconf/201817114010.

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The first estimation of the isothermal compressibility (kT) of matter is presented for a wide range of collision energies from √sNN = 7.7 GeV to 2.76 TeV. kT is estimated with the help of event-byevent charged particle multiplicity fluctuations from experiment. Dynamical fluctuations are extracted by removing the statistical fluctuations obtained from the participant model. kT is also estimated from event generators AMPT, UrQMD, EPOS and a hadron resonance gas model. The values of isothermal compressibility are estimated for the Large Hadron Collider (LHC) energies with the help of the event generators.

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39

Gorbunov, D. S., G. I. Rubtsov, and S. V. Troitsky. "Towards event-by-event studies of the ultrahigh-energy cosmic-ray composition." Astroparticle Physics 28, no. 1 (September 2007): 28–40. http://dx.doi.org/10.1016/j.astropartphys.2007.04.003.

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40

Gürkaynak, Refet S., Burçin Kısacıkoğlu, and Jonathan H. Wright. "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises." American Economic Review 110, no. 12 (December 1, 2020): 3871–912. http://dx.doi.org/10.1257/aer.20181470.

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Macroeconomic news announcements are elaborate and multidimensional. We consider a framework in which jumps in asset prices around announcements reflect both the response to observed surprises in headline numbers and to latent factors, reflecting other news in the release. Non-headline news, for which there are no expectations surveys, is unobservable to the econometrician but nonetheless elicits a market response. We estimate the model by the Kalman filter, which efficiently combines OLS and heteroskedasticity-based event study estimators in one step. With the inclusion of a single latent surprise factor, essentially all yield curve variance in event windows are explained by news. (JEL C51, E43, E52, G12, G14)

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41

Kim, Gwan Ho, and Jang Sun Hong. "An assay for conceptual studies of event." Journal & Article Management System 15, no. 3 (August 31, 2019): 207–26. http://dx.doi.org/10.31927/asec.15.3.11.

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42

Medina, N. H., V. A. P. Aguiar, N. Added, F. Aguirre, E. L. A. Macchione, S. G. Alberton, M. A. G. Silveira, J. Benfica, F. Vargas, and B. Porcher. "Experimental Setups for Single Event Effect Studies." Journal of Nuclear Physics, Material Sciences, Radiation and Applications 4, no. 1 (August 8, 2016): 13–23. http://dx.doi.org/10.15415/jnp.2016.41002.

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43

Xu, Chang, and Suhail A. Doi. "Research Methods for Zero Event Proportion Studies." Chest 160, no. 6 (December 2021): e685-e686. http://dx.doi.org/10.1016/j.chest.2021.05.061.

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44

Henderson, Glenn V. "Problems and Solutions in Conducting Event Studies." Journal of Risk and Insurance 57, no. 2 (June 1990): 282. http://dx.doi.org/10.2307/253304.

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45

Cichello, Michael, and Douglas J. Lamdin. "Event Studies and the Analysis of Antitrust." International Journal of the Economics of Business 13, no. 2 (July 2006): 229–45. http://dx.doi.org/10.1080/13571510600784557.

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46

Maynes, Elizabeth, and John Rumsey. "Conducting event studies with thinly traded stocks." Journal of Banking & Finance 17, no. 1 (February 1993): 145–57. http://dx.doi.org/10.1016/0378-4266(93)90085-r.

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47

Thompson, Joel E. "An Alternative Control Model For Event Studies." Journal of Business Finance & Accounting 16, no. 4 (September 1989): 507–13. http://dx.doi.org/10.1111/j.1468-5957.1989.tb00033.x.

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48

Aktas, Nihat, Eric de Bodt, and Jean-Gabriel Cousin. "Event studies with a contaminated estimation period." Journal of Corporate Finance 13, no. 1 (March 2007): 129–45. http://dx.doi.org/10.1016/j.jcorpfin.2006.09.001.

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49

Friederici, Angela D. "Event-related brain potential studies in language." Current Neurology and Neuroscience Reports 4, no. 6 (December 2004): 466–70. http://dx.doi.org/10.1007/s11910-004-0070-0.

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50

Vogt, R., J. Randrup, P. Talou, J. T. Van Dyke, and L. A. Bernstein. "Parameter Optimization and Sensitivity Studies of Spontaneous Fission with FREYA." EPJ Web of Conferences 239 (2020): 05003. http://dx.doi.org/10.1051/epjconf/202023905003.

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For many years, the state of the art for simulating fission in transport codes amounted to sampling from average distributions. However, such "average" fission models have limited capabilities. Energy is not explicitly conserved and no correlations are available because all particles are emitted independently. However, in a true fission event, the emitted particles are correlated. Recently, Monte Carlo codes generating complete fission events have been developed, thus allowing the use of event-by-event analysis techniques. Such techniques are particularly useful because the complete kinematic information is available for the fission products and the emitted neutrons and photons. It is therefore possible to extract any desired observables, including correlations. The fast event-by-event fission code FREYA (Fission Reaction Event Yield Algorithm) generates large samples of complete fission events, employing only a few physics-based parameters. A recent optimization of these parameters for the isotopes in FREYA that undergo spontaneous fission is described and results are presented. The sensitivity of neutron observables in FREYA to the input yield functions is also discussed and the correlation between the average neutron multiplicity and fragment total kinetic energy is quantified.

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