Question: Using the OLS estimate method, select alternative window lengths of (-20, 0) and (1, 20) since 20 trading days is roughly one calendar month. In
Using the OLS estimate method, select alternative window lengths of (-20, 0) and (1, 20) since 20 trading days is roughly one calendar month. In step five using Eventus (tests to search), select Patell = Original (which will return a Z-score) and PValue (which provides a p-value indicating significance level). Write a memo in which you report the results of your analysis to the entire Board of Directors. You should be specific regarding whether the reporter's allegations have any merit, or not. Do not submit a bunch of extraneous event study output files with several pages of estimates, etc. Instead incorporate into your memo only what is relevant and directly discussed
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
