Dear Tom,
Please I need a code to run event study using RATS.
Thanks in advance
Event study
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TomDoan
- Posts: 7826
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Event study
Could you be more specific?
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menykeko
- Posts: 10
- Joined: Thu Dec 27, 2012 5:21 am
Re: Event study
Am trying to measure the valuation effects of earnings announcement by examining the response of the stock price around the announcement of the event. My major problem is how to use RATS to measure the normal and abnormal returns around the announcement date. Any help is appreciated.