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Event study

https://www.estima.com/forum/viewtopic.php?t=1881

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Event study

Posted: Wed Aug 07, 2013 11:17 am
by menykeko
Dear Tom,
Please I need a code to run event study using RATS.
Thanks in advance

Re: Event study

Posted: Wed Aug 07, 2013 11:59 am
by TomDoan
Could you be more specific?

Re: Event study

Posted: Thu Aug 08, 2013 7:55 am
by menykeko
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.
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