《Event Study in Economics and finance》.pdfVIP

American Economic Association Event Studies in Economics and Finance Author(s): A. Craig MacKinlay Source: Journal of Economic Literature, Vol. 35, No. 1 (Mar., 1997), pp. 13-39 Published by: American Economic Association Stable URL: /stable/2729691 . Accessed: 14/10/2011 08:03 Your use of the JSTOR archive indicates your acceptance of the Terms Conditions of Use, available at . /page/info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. American Economic Association is collaborating with JSTOR to digitize, preserve and extend access to Journal of Economic Literature. Journal of Economic Literature Vol. XXXV (March 1997), pp. 13-39 Event Studies in Economics and Finance A. CRAIG MACKINLAY The Wharton School, University of Pennsylvania Thlanks to John Canipbell, BriuceG-tr udly, Andrti-ewvLo, and twvo refereesfor anonymnotus helpful comments andcldiscussion. Research from the L. WVhite suLpport Rodiney Center for Finiancial Research is gratefiully acknzowvledged. 1. Introduction deficit.1 However, applications in other fields are also abunda