Financial Reporting Quality and Investor Protection——An empirical test based on event study;

This paper analyzes stocks abnormal returns in the period of the issuance of equity division reform by the listing firms through using the method of event study.

This study based time sequence identity radix proof-testing and event study.

Research on Stock Data Mining Based on Event-Study Method;

This paper uses real data in RMB NDF market to analyze this effect with event-study method.

This paper qualitatively demonstrates the relationship between the motivation and the conformation of such R&D-based alliances, and in addition, proves, using the event study methodology, that such alliances can bring the stocks market p.

With the sample data of 32 listed companies meeting the above condition in Shanghai and Shenzhen A shares market,whether QFII play a guiding role in chinese investor investment behavior is checked empirically by using event study methodology.

This paper empirically studies the stock price effect of restricted share’s circulation by using the event study.

This paper,based on the review of literatures related to IPO under-pricing and book-building,analyzes our IPO pricing and allocation system evolution and the nature of our book-building,and then makes an empirical analysis using event study method.

Comparing four empirical study methodology,including long-term performance study,event study,clinical study,and survey study,which are often used in research of merger performance.