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What is Short Window

Applied Guide for Event Study Research in Supply Chain Management
The window used to estimate the abnormal returns, usually a period of one- to three-days in length.
Published in Chapter:
Research Design Considerations
Copyright: © 2022 |Pages: 11
DOI: 10.4018/978-1-7998-8969-4.ch007
Abstract
The focus of this chapter is the research design and considerations in design that may become apparent part-way through the project. The chapter is positioned at this point in the book as most projects are not perfectly devised at the commencement and then executed with no required changes throughout the project. Instead, there is some messiness early in a project, as research designs are refined and shifted a little as the reality becomes apparent during the project duration. Therefore, this chapter is positioned near the middle of the volume to consider the earlier chapters and discussions and consequences of design decisions. It supports the reader in making decisions that may need to be adjusted or flexed during the project. These considerations include creating the sample, managing outliers, working with a short event window, and managing confounding events.
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