Evidence of stock return predictability: a review on event studies

Angeloro, Chiara (A.A. 2019/2020) Evidence of stock return predictability: a review on event studies. Tesi di Laurea in Corporate finance, Luiss Guido Carli, relatore Ugo Zannini, pp. 41. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.


Efficient markets and behavioral finance. The efficient markets hypothesis. The event study methodology. Are stock returns predictable? The beginning of stock return predictability literature. Fama and French


Bibliografia: pp. 40-41.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair: Corporate finance
Thesis Supervisor: Zannini, Ugo
Academic Year: 2019/2020
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 20 Jan 2021 08:52
Last Modified: 20 Jan 2021 08:52
URI: https://tesi.luiss.it/id/eprint/28086


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