Special Issue "Event Study in Finance and Economics"
Deadline for manuscript submissions: 30 April 2022.
Interests: corporate finance; alternative investments; portfolio choice; investment decisions; information and market efficiency; event study
Interests: corporate bankruptcy prediction; institutional aspects of corporate bankruptcy; risk management; business valuation
Special Issues and Collections in MDPI journals
Nowadays, we note many events that have a significant impact on economic phenomena. An example is the impact of COVID-19 on the functioning of the global economy and stock exchanges.
Although the concept of event study has been known for about 50 years (a first paper using an event study in “today’s form” was written in 1969 by Fama, Fisher, Jensen and Roll), and it is still present in world literature. It has evolved and constantly improved as well as been used to analyse the impact of more and more events.
We expect publications of a theoretical and empirical nature, which will be an important contribution to the development of literature on this issue. The topics covered in this Special Issue will include (but are not limited to) the following areas: classic event study, intraday event study, short-term event study, long-run event study, volume event study, volatility event study, reverse event study, price reaction on negative and positive events, applications for preparing data to conduct event study, characteristics of data sources for an event study, and the outliers problem in event study. We expect publications from the related topics to use event study in finance, economy, politics, sport and many other fields where this methodology was used or will be used for the first time.
Dr. Marcin Potrykus
Dr. Błażej Prusak
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1200 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- using an event study (classic, intraday, short-term, long-run, volume, volatility, reverse) in different areas
- applications for an event study
- comparative analysis of using different expected return models
- event study methodology (return models, duration of estimation and test windows, significance tests) and data sources