Keywords:
event analysis
share market
abnormal returns
cumulative annual abnormal returns
bibliometric analysis
systematic review

  • Abstract

    An event study is a statistical method used to assess the impact of an event. Most often the event study method is utilized in financial research to analyze the impact of events such as merger announcements, stock splits, earnings announcements, and economic shocks on the financial condition of an economy or industry or company. This study provides a systematic review based on bibliometric analysis using R software by using the Scopus database as a resource. The study used keywords to discover 2325 research articles from the Scopus database between 1984 and 2024. Additionally,  this paper provides results with a clear explanation of publication trends, pertinent authors, relevant journals with impact factors, and global collaborations in the area of event study methods in the stock market. Along with the bibliometric results, the systematic review is carried out with highly cited and relevant publications about event study methodology on the stock market.

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Sasikumar, S., & Sundaram, N. (2024). Event study methodology trends in the stock market: A systematic review based on bibliometric analysis. Multidisciplinary Reviews, 7(10), 2024234. https://doi.org/10.31893/multirev.2024234
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