Regression model
事件研究法（CAR 和 BHAR）
事件研究法是一种金融研究方法，通过累积异常收益衡量新闻发布、政策变化或公司事件对资产价格的影响。MacKinlay (1997) 对其进行了回顾，Kothari 和 Warner (2007) 从计量经济学角度对其进行了形式化，它是检验有效市场假说和分析事件信息内容的标准工具。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- MacKinlay, A. C. (1997). Event Studies in Economics and Finance. Journal of Economic Literature, 35(1), 13–39. link ↗
- Kothari, S. P., & Warner, J. B. (2007). Econometrics of Event Studies. In B. E. Eckbo (Ed.), Handbook of Corporate Finance: Empirical Corporate Finance (Vol. 1, pp. 3–36). Elsevier. link ↗
如何引用本页
ScholarGate. (2026, June 1). Event Study Methodology (CAR and BHAR). ScholarGate. https://scholargate.app/zh/finance/event-study-finance
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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