CRA Insights

Measuring price impact with investors’ forward-looking information

August 6, 2014

In this article, the authors introduce a method that incorporates investors’ most up-to-date views into event studies, while maintaining a solid basis in economic theory.

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Aaron Dolgoff
Vice President

Boston
+1-617-425-3623 adolgoff@crai.com
Tiago Duarte-Silva
Vice President

Boston
+1-617-425-3128 tduarte@crai.com

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Measuring price impact with investors’ forward-looking information

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