Event study

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
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menykeko
Posts: 10
Joined: Thu Dec 27, 2012 5:21 am

Event study

Unread post by menykeko »

Dear Tom,
Please I need a code to run event study using RATS.
Thanks in advance
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Event study

Unread post by TomDoan »

Could you be more specific?
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menykeko
Posts: 10
Joined: Thu Dec 27, 2012 5:21 am

Re: Event study

Unread post 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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