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Listando por materia "Event study"

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    • Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language 

      Martínez Blasco, Mònica; Serrano Molinero, Vanessa; Prior Sanz, Francesc; Cuadros, Jordi (Financial Innovation, 2023-04-11)
      The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts. However, only a limited number ...
    • Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language 

      Martinez-Blasco, Monica; Serrano Molinero, Vanessa; Prior Sanz, Francesc; Cuadros, Jordi (Financial Innovation 2023, 9, 2023)
      The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts. However, only a limited number ...
    • The Sixth Merger Wave and Wealth Effects of M&A Announcements: An Analysis of Large European Bidding Companies 

      Martínez Blasco, Mònica; Auguets-Pratsobrerroca, Francisco Javier; García Blandón, Josep (European Accounting and Management Review, 2017-12-06)
      This study aims to investigate short-term market reaction, including stock returns, volatility, and trading volumes of bidder firms, around the announcement dates of relevant merger and acquisition (M&A) ...
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