Run an event study on market reactions
Measure abnormal and cumulative abnormal returns around an event versus a benchmark, using stored daily prices and a stated estimation window.
How did the stock react to the event, beyond the market move?
An event study estimates normal returns from a pre-event window, then measures abnormal returns (actual − expected) around the event. Cumulating them over the event window gives the reaction attributable to the event.
What you see in Market Ontology
The live product, read-only. Your own work opens here after checkout.
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What opens after checkout
Abnormal-return study with methodology and diagnostics, built from the details above and saved to your account in Market Ontology.
- You get
- Abnormal-return study with methodology and diagnostics
- Opens in
- Market Ontology
- Built from
- Ticker, event date, windows, benchmark
- Orders
- None; nothing is sent on your behalf