How to Conduct Event Study | Basics or event study Part 1 

This video discusses the basics of event study. How to estimate expected return, what model to use for an expected return like mean adjusted return, market adjusted return, market model, capm, ff3 factor or any other model. Further, it discussed estimation and event window and how to perform event study in excel.
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Following link contains more information on this topic:
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Best 10 Introductory Econometrics Books
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Data Management Using Stata: A Practical Handbook by Michael N. Mitchell
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A Gentle Introduction to Stata, by Alan C. Acock
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A Visual Guide to Stata Graphics, by Michael N. Mitchell
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Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese
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