Event studies attempt to measure:
A) the influence of information released to the market on returns in days surrounding its announcement.
B) if the market is at least semistrong form efficient.
C) whether there is a significant reaction to public announcements.
D) All of these.
E) None of these.

Question

Quizplus · Accepted Answer

Event studies attempt to measure the influence of information released to the market on returns in days surrounding its announcement, whether the market is at least semi-strong form efficient, and whether there is a significant reaction to public announcements. Therefore, option D is correct.

Event Studies Attempt to Measure