What is Abnormal Return

This chapter addresses different uses and styles of event studies, giving a flavor and overview of the styles that might be possible. Inclusion does not imply endorsement, and the chapter will include commentary on research design decisions and issues. The examination of various articles on different topics draws attention to factors such as the complexity of study design, use of interactions or moderators, drawing from a range of diverse data sources to construct variables properly in the study. Consequently, this chapter helps to develop a sense of the richness of the study designs and issues that might be addressed through the event study method.