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Los estudios de acontecimiento y la importancia de la metodología de estimación

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  • García, John Jairo

Abstract

Resumen: Esta nota realiza una revisión bibliográfica a partir de la literatura existente sobre los estudios de acontecimiento (event study). Su foco principal es la importancia de la metodología utilizada para la estimación de los retornos anormales en el largo plazo, ya que en este periodo los estudios de acontecimientos son sensibles al proceso de generación de los retornos Savickas, 2003 y Aktas et al., 2007). Se encuentra que, en el largo plazo se debe controlar el impacto de acontecimientos sin relación, con la estimación de la ventana para los retornos normales, donde la mejor alternativa para la estimación, en términos de su robustez, es el modelo de mercado en dos estados.

Suggested Citation

  • García, John Jairo, 2009. "Los estudios de acontecimiento y la importancia de la metodología de estimación," Revista Lecturas de Economía, Universidad de Antioquia, CIE, July.
    • Handle: RePEc:col:000174:005783
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    File URL: http://aprendeenlinea.udea.edu.co/revistas/index.php/lecturasdeeconomia/article/view/2262/1822
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    More about this item

    Keywords

    Estudios de acontecimiento; retornos anormales;

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
    • G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation

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