EVENT STUDY:
An event study in finance research is to measure whether there is a statistically significant price movement to past occurrences of a given type of event that is hypothesized to affect public firms’ share prices. The events could be the announcement of a merger & acquisition, the release of a new product, or the replacement of a top company executive etc.
You need identify an event for a public company and search to find news announcements. http://finance.yahoo.com/ would be a great place to go. Ultimately, you need to come up with a 6-8 page report & present your findings to the class.
When writing up your report, please consider the following:
1. Description of the event/the announcement and its significance.
2. Methodology.
3. Significance of the results from the statistical perspective.
4. Summary.
A tutorial video on how to perform an event study is available at