Data and Code for: Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises

Version
1
Resource Type
Dataset
Creator
  • Gurkaynak, Refet (Bilkent University)
  • Kisacikoglu, Burcin (Bilkent University)
  • Wright, Jonathan (Johns Hopkins University)
Publication Date
2020-11-23
Description
  • Abstract

    This file contains the code and data for "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises" by R.S. Gurkaynak, B. Kisacikoglu and J.H. Wright.

Temporal Coverage
  • 1992-01-01 / 2018-12-31
    Time Period: Wed Jan 01 00:00:00 EST 1992--Mon Dec 31 00:00:00 EST 2018
Geographic Coverage
  • US
Availability
Download
This study is freely available to the general public via web download.
Relations
  • Is version of
    DOI: 10.3886/E119697
Publications
  • Gurkaynak, Refet, Burcin Kisacikoglu, and Jonathan Wright. “Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.” American Economic Review, n.d.

Update Metadata: 2020-11-23 | Issue Number: 1 | Registration Date: 2020-11-23