Traveling packages on This method involves isolating the effect of an informational event on the stock price, by studying the trend in stock returns prior to and after the event. Under this method, stock returns are first predicted assuming normal circumstances (i.e., absent the event). If the event had a significant impact on the stock price, then the stock returns post-event would have to be abnormally high or low relative to the predicted returns in the absence of the event. Therefore, the cumulative abnormal return (CAR) over a given post-event period such as week or two weeks would be a measure of the impact of the event. Event studies have been used to analyze the impact of dividend and earnings announcements by firms. Traveling packages 2016.
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