方法对比
并排查看您选择的方法；存在差异的行会高亮显示。
| 事件研究法（CAR 和 BHAR）× | 普通最小二乘法 (OLS) 回归× | |
|---|---|---|
| 领域≠ | 金融学 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1997 | 2019 |
| 提出者≠ | MacKinlay (review); Kothari & Warner (econometrics) | Wooldridge (textbook treatment); classical least squares |
| 类型≠ | Abnormal-return model for financial events | Linear regression |
| 开创性文献≠ | MacKinlay, A. C. (1997). Event Studies in Economics and Finance. Journal of Economic Literature, 35(1), 13–39. link ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| 别名≠ | event study, cumulative abnormal return analysis, abnormal return analysis, CAR | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| 相关≠ | 4 | 5 |
| 摘要≠ | The event study is a financial research method that measures the impact of a news release, policy change, or corporate event on asset prices through cumulative abnormal returns. Reviewed by MacKinlay (1997) and formalised econometrically by Kothari and Warner (2007), it is the standard tool for testing the efficient-market hypothesis and analysing the information content of events. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
| ScholarGate数据集 ↗ |
|
|