A guide to using event study methods in multi-country settings

By N. Park. 2004

179 citations recorded by the source corpus.

Subfields: Accounting, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/f8e9dcd4dc1fd06a955c5f6161829a71d3b5e24a

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In Accounting

In Strategy and Management

Citations in the corpus

Good, better, engaged? The effect of company-initiated customer engagement behavior on shareholder value (2018, background): “…For three announcing companies industry SIC codes were not available, therefore we could not classify this company into product or service firms and B2B or B2C firm market model, the most appropriate benchmark for computing normal stock returns in a multicountry event study (Park 2004).”
Shareholder returns and the exploration–exploitation dilemma: R&D announcements by biotechnology firms (2007, methodology): “Park (2004) warns that major terrorism events can temporary distort market returns and this is problematic where estimation data cross these events.”
The danger of misinterpreting short-window event study findings in strategic management research: an empirical illustration using horizontal acquisitions (2008, background): “…and directors 5 to 2 Shimizu (2004) Nixon et al. (2004) High reallocation downsizing 1 to 1 Pangarkar and Acquisitions in Singapore 9 to 1 Lie (2004) Park (2004) Airline international alliances 1 to 1 Corbett et al. (2005) ISO 9000 certification awarded years 1 to 3 Johnson et al. (2005) Ratings…”
The impacts of COVID-19 on the global airline industry: An event study approach (2020, unknown): “This approach has recently gained attention within the global airline industry (e.g. Gillen and Lall, 2003; Park, 2004; Gong et al., 2006; Gong et al., 2008; Ho et al., 2013).”
Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak (2020, methodology): “(1991), Cowan (1992), Corrado & Zivney (1992), Campbell & Wasley (1993), Park (2004), Kolari & Pynnonen (2010 & 2011), Luoma & Pynonnen (2010), Ataullah, Song & Tippett (2011), Luoma (2011) and Dutta (2014) provide the event study methodologies in detail along with suggestions f best parametric and…”