V2EX event study

Event Study

定义 Definition

“Event study(事件研究法/事件研究)”是一种常用于金融与经济学的实证方法,用来评估某个特定事件(如并购公告、盈利发布、监管新规、诉讼判决等)对资产价格或公司价值的影响。典型做法是在事件窗口内比较“实际收益”与基准模型预测的“正常收益”,计算“异常收益(abnormal returns)”。

发音 Pronunciation

/vnt stdi/

例句 Examples

An event study examines how the stock price reacts to a merger announcement.
事件研究考察股票价格对并购公告的反应。

Using an event study design, the researchers estimated abnormal returns around the policy change while controlling for market-wide movements.
研究人员采用事件研究设计,在控制整体市场波动的同时,估计政策变化前后的一段时间内的异常收益。

词源 Etymology

该短语由 event(事件)+ study(研究)构成,字面义是“对事件的研究”。

  • event 源自拉丁语 evenire(发生、出现)。
  • study 源自拉丁语 studium(热心、学习、研究)。
    在现代学术语境中,它特指围绕“事件发生前后”进行因果或影响评估的一类计量/实证研究方法,尤其在金融学中非常常见。
  • /ul>

    相关词 Related Words

    文学与名著中的用例 Literary Works

    (该术语更常见于学术与专业著作,而非传统文学作品。以下为经典文献/著作中的典型出现来源:)

    • A. Craig MacKinlay (1997), “Event Studies in Economics and Finance”, Journal of Economic Literature(事件研究法的综述性经典文章)
    • Campbell, Lo, & MacKinlay (1997/1998), The Econometrics of Financial Markets(金融计量学经典教材,系统讲解事件研究)
    • Fama, Fisher, Jensen, & Roll (1969), “The Adjustment of Stock Prices to New Information”(早期奠基性研究之一)
    • Brown & Warner (1985), “Using Daily Stock Returns: The Case of Event Studies”(事件研究实务与方法的重要论文)
关于     帮助文档     自助推广系统     博客     API     FAQ     Solana     2814 人在线   最高记录 6679       Select Language
创意工作者们的社区
World is powered by solitude
VERSION: 3.9.8.5 41ms UTC 13:08 PVG 21:08 LAX 06:08 JFK 09:08
Do have faith in what you're doing.
ubao msn snddm index pchome yahoo rakuten mypaper meadowduck bidyahoo youbao zxmzxm asda bnvcg cvbfg dfscv mmhjk xxddc yybgb zznbn ccubao uaitu acv GXCV ET GDG YH FG BCVB FJFH CBRE CBC GDG ET54 WRWR RWER WREW WRWER RWER SDG EW SF DSFSF fbbs ubao fhd dfg ewr dg df ewwr ewwr et ruyut utut dfg fgd gdfgt etg dfgt dfgd ert4 gd fgg wr 235 wer3 we vsdf sdf gdf ert xcv sdf rwer hfd dfg cvb rwf afb dfh jgh bmn lgh rty gfds cxv xcv xcs vdas fdf fgd cv sdf tert sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf shasha9178 shasha9178 shasha9178 shasha9178 shasha9178 liflif2 liflif2 liflif2 liflif2 liflif2 liblib3 liblib3 liblib3 liblib3 liblib3 zhazha444 zhazha444 zhazha444 zhazha444 zhazha444 dende5 dende denden denden2 denden21 fenfen9 fenf619 fen619 fenfe9 fe619 sdf sdf sdf sdf sdf zhazh90 zhazh0 zhaa50 zha90 zh590 zho zhoz zhozh zhozho zhozho2 lislis lls95 lili95 lils5 liss9 sdf0ty987 sdft876 sdft9876 sdf09876 sd0t9876 sdf0ty98 sdf0976 sdf0ty986 sdf0ty96 sdf0t76 sdf0876 df0ty98 sf0t876 sd0ty76 sdy76 sdf76 sdf0t76 sdf0ty9 sdf0ty98 sdf0ty987 sdf0ty98 sdf6676 sdf876 sd876 sd876 sdf6 sdf6 sdf9876 sdf0t sdf06 sdf0ty9776 sdf0ty9776 sdf0ty76 sdf8876 sdf0t sd6 sdf06 s688876 sd688 sdf86