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  1. K

    Help interpret an event study methodology used in a research paper

    Hi! I wonder if someone out there familiar with reading research articles, especially finance research can help me interpret which event study methodology the author uses in her famous research article. If she uses the methodology I think she are, its a major critique, as it mitigates large...
  2. K

    Matching & DiD

    Hi, I understand well both matching and DiD, but I have a hard time understanding the link between matching and DiD methodology used in a famous research article. Maybe some of you can help me understand it. Ill link to the article below. First she assigns a matched control firm to each treated...
  3. K

    estudy2 & eventstudy cant offer me what I want

    To estimate the returns we are going to conduct a simple market model regression: estimated Rit = ai + bi*MARKET_RETURNit Where MARKET_RETURN is the return in the market of the company is mainly operating, EG for Apple we use US index (SP500), for Volkswagen we us German index (DAX) etc. AR=...
  4. K

    estudy2 & eventstudy cant offer me what I want

    Hi! For our master thesis, me and my partner want to construct an event study, but the packages "estudy2" & "eventstudy" does not seem to get around with some aspects. I wonder if there are someone out here on this forum that could help get around those issues. We are struggeling quite as lot...