How to calculate the BHAR (Buy-and-Hold Abnormal Returns)?
Oct 22, 2021 · For the $\text {BHAR}$ (Buy-and-Hold Abnormal Returns) formula, I just want to clarify the formula is that always compare with the first month trading price, or is compared …
Computing Buy-and-hold abnormal returns (BHARs) $= \prod_ {t …
Oct 22, 2016 · I am doing an event study and wanted to know if was going about this correctly$$ \text {BHAR}_ {i (\tau_1,\tau_2)}\quad=\quad\prod_ {t=\tau_1}^ {\tau_2} (1+R_ {i,t})~-~\prod_ …
BHAR Event Study Data - Quantitative Finance Stack Exchange
Jun 10, 2019 · I am about to run a long-run event study on certain events. For a short-term event study, I previously have used daily log returns. My question is now, what data I need for the …
BHAR Event Study - Index - Quantitative Finance Stack Exchange
Nov 13, 2019 · BHAR Event Study - Index Ask Question Asked 6 years, 5 months ago Modified 5 years, 3 months ago
Event Study t-test finding degrees of freedom for CAR and BHAR
Aug 5, 2021 · Event Study t-test finding degrees of freedom for CAR and BHAR Ask Question Asked 4 years, 3 months ago Modified 4 years, 3 months ago
Running regression to analyse how leverage changes around
Apr 3, 2019 · I am running a single variable regression with BHAR returns as independent variable and Leverage as dependent variable. I would like to analyse does the leverage 1 year …