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What is Long-Horizon Event Study

Chapter 2
Applied Guide for Event Study Research in Supply Chain Management
A study over a longer horizon that will be months, quarters, or years. It follows the changes and, with a long-horizon study of stock returns, can capture actual returns from a buy-and-hold investment strategy and provide more confirmation.
Published in Chapter:
Event Study Assumptions
Copyright: © 2022 |Pages: 14
DOI: 10.4018/978-1-7998-8969-4.ch002
Abstract
This chapter focuses on the event study assumptions. We should carefully consider these at the start and mainly when writing up the study. While the author also addressed the assumptions in other chapters, it is helpful to identify several key assumptions early on to ensure that they are fully understood and built into the design. He discusses the primary assumption of stock market efficiency, unanticipated nature of events, independence, and how this is relevant. Examples are provided of some of the key points. Finally, he introduces several measures that can consider these assumptions and discuss how the study design can be adjusted if we violate the assumptions.
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More Results
Chapter 14
Alternative Study Designs: Going Beyond Short-Run Abnormal Returns
a study that estimates the abnormal return over a long period.
Published in Chapter: Alternative Study Designs: Going Beyond Short-Run Abnormal Returns; From: Applied Guide for Event Study Research in Supply Chain Management
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