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- Mon Jul 25, 2016 11:33 am
- Forum: Econometric Discussions
- Topic: Event Study: 1 Day Event Window
- Replies: 0
- Views: 2380
Event Study: 1 Day Event Window
Hi All, Apologies if I am asking something fairly straight forward, I'm new to Eviews and Econometrics. I am currently conducting an event study. I have used the market model to generate normal returns over an estimation period of 250 days. From this I have been able to get the Abnormal Returns requ...