KG_7.4_Solution.xlsx (Kliger Gurevich Chapter 7.4 Solution)

Event Studies are overwhelmingly widespread in financial research, providing tools for shedding light on market efficiency, as well as measuring the impact of various occurrences on public firms’ security prices. Mastering the Event Study approach is essential for researchers and practitioners alike. Event Studies for Financial Research aims to help readers obtain valuable hands-on experience with Event Study tools and gain technical skills for conducting their own studies. Kliger and Gurevich provide a detailed application of their approach, which consists of a description of the method, references, guided applications, and elaborated framework for implementing the applications.事件研究法（Event Studies）在金融研究中应用极为广泛，其为揭示市场有效性提供了分析工具，同时可用于量化各类事件对上市公司证券价格的影响。熟练掌握事件研究法，对于金融研究人员与实务从业者而言均至关重要。《金融研究中的事件研究法》旨在帮助读者积累使用事件研究工具的宝贵实操经验，并掌握开展独立研究所需的专业技能。克里格（Kliger）与古列维奇（Gurevich）详细阐述了其提出的研究方法的应用流程，内容涵盖方法说明、参考文献、实操指导以及详尽的应用实现框架。