Blog

Insights and updates on event study methodology, R package releases, and best practices.

Our blog covers the full spectrum of event study methodology, from introductory guides to advanced topics like difference-in-differences and ESG analysis. According to MacKinlay (1997), the event study methodology introduced in 1969 remains fundamentally unchanged in its core approach, while modern extensions have expanded its applicability to panel data, intraday analysis, and causal inference frameworks used across more than 500 published studies annually.

Cumulative abnormal returns around M&A announcements chart
Event StudyM&A

Event Studies in Mergers & Acquisitions: A Complete Guide

How to use event studies to analyze M&A announcements, measure target and acquirer returns, and assess deal characteristics.

14 min read
Difference-in-differences estimation with parallel trends chart
Event StudyMethodology

Difference-in-Differences vs. Traditional Event Studies: When to Use Which

A practical comparison of DiD and traditional event study methodology, with guidance on choosing the right approach for your research.

14 min read
Cumulative abnormal returns after ESG incidents by category chart
Event StudyESG

Event Studies for ESG and Climate Risk Analysis

How event studies measure the financial impact of ESG incidents, climate policy, and sustainability events on stock prices.

15 min read
EventStudy R Package v0.50.0 release banner
R PackageRelease

EventStudy R Package v0.50.0 Released

Major release with 15 return models, 12 test statistics, 6 DiD estimators, synthetic control, wild bootstrap, and Monte Carlo power analysis.

8 min read
EventStudy R Package v0.40.0 release banner
R PackageRelease

EventStudy R Package v0.40.0 Released

New release featuring panel event study support with difference-in-differences estimators and improved diagnostics.

6 min read
Beginner guide to event studies illustration
Event StudyBeginners Guide

A Beginner's Guide to the Theory Behind Event Studies

Learn the fundamental concepts behind event study methodology, from abnormal returns to statistical testing.

12 min read
Corporate finance and event studies illustration
Event StudyCorporate Finance

The Importance of Event Studies in Corporate Finance

How event studies help analyze M&A valuations, regulatory impacts, and investment strategies in corporate finance.

10 min read
Cumulative abnormal returns chart illustration
Event StudyMethodology

Event Studies in Cumulative Abnormal Returns

A deep dive into cumulative abnormal returns (CAR) and how they measure the total impact of events on security prices.

9 min read

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