Event study (abnormal returns)
← Most-used equations and models
Measures returns beyond what a market model predicts around an event such as an announcement.
LaTeX: AR_{it} = R_{it} - (\hat\alpha_i + \hat\beta_i R_{mt}),\quad CAR_i = \sum_{t=t_1}^{t_2} AR_{it}
Key findings#
- Event study (abnormal returns) was mentioned in 11 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #64 of the 104 equations and models mentioned.
- By journal category: Finance (8), Operations Research (1), Management (1) and Accounting (1).
- Most of them appeared in Finance research letters (3), International Review of Economics & Finance (2) and Financial markets and portfolio management (1).
- Often mentioned together with Ordinary least squares (OLS) (2), Capital asset pricing model (CAPM) (2) and Logistic regression (logit) (1).
- Datasets named in the same papers: Earnings call transcripts (3), Refinitiv Datastream (2) and CRSP (1).
- From Oct 2023 to Sep 2026, 285 archived papers mentioned Event study (abnormal returns) in their title, abstract or keywords, most of them in Jan 2025 (22).
Mentions over 36 months#
| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---|---|---|---|
| 135 | 143 | 7 | 285 |
Cite this page
Scholar4AI. (2026). Event study (abnormal returns). Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/event-study-abnormal-returns
@misc{scholar4ai-equations-event-study-abnormal-returns,
author = {{Scholar4AI}},
title = {Event study (abnormal returns)},
year = {2026},
howpublished = {\url{https://scholar4ai.com/equations/event-study-abnormal-returns}},
urldate = {2026-10-26},
note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}