How to Conduct Event Study | Basics or event study Part 1
This video discusses the basics of event study. How to estimate expected return, what model to use for an expected return like mean adjusted return, market adjusted return, market model, capm, ff3 factor or any other model. Further, it discussed estimation and event window and how to perform event study in excel.
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Following link contains more information on this topic:
https://thedatahall.com/the-basics-of...
Best 10 Introductory Econometrics Books
https://thedatahall.com/best-10-intro...
Data Management Using Stata: A Practical Handbook by Michael N. Mitchell
https://amzn.to/3HEULlc
A Gentle Introduction to Stata, by Alan C. Acock
https://amzn.to/3HBgdY4
https://amzn.to/3LWOALz (paperback)
A Visual Guide to Stata Graphics, by Michael N. Mitchell
https://amzn.to/42qLpkG
Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese
https://amzn.to/3NDoFtC
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