Browsing Working Papers by Subject "Event study"

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    • Are investors ethics agnostic? 

      Jaikumar, Saravana; Pingali, Viswanath; Virmani, Vineet (Indian Institute of Management Ahmedabad, 2015)
      In this paper we ask if the perception investors have regarding ethical nature of the management per se influences their action. In order to check for rent seeking behaviour that could arise when there is negative perception ...

    • Estimation errors and time varying betas in event studies a new approach 

      Varma, Jayanth R.; Barua, Samir K. (2010-03-25)
      The event study is one of the most powerful techniques for studying market efficiency. Over a period of time, researchers have made several modifications to the original methodology of Fama, Fisher, Jensen and Roll (1969). ...