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Direct linkReese, William A., Jr.; Robins, Russell P. – Journal of Economic Education, 2017
This exercise helps instructors teach students how to perform a simple event study. The study tests to see if stocks earn abnormal returns when added to the S&P 500. Students select a random sample of stocks that were added to the index between January 2000 and July 2015. The accompanying spreadsheet calculates cumulative abnormal returns and…
Descriptors: Finance Occupations, Business Administration Education, Learning Activities, Money Management
