--- title: "Event study (abnormal returns): formula and papers" description: "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." url: https://scholar4ai.com/equations/event-study-abnormal-returns markdown_url: https://scholar4ai.com/equations/event-study-abnormal-returns.md license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/) share_text: "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." data_url: https://scholar4ai.com/data/rankings.json updated: 2026-10-26T14:52:47+09:00 window: 2026-09-27 to 2026-10-26 source: OpenAlex (CC0) --- # Event study (abnormal returns) $$ AR_{it} = R_{it} - (\hat\alpha_i + \hat\beta_i R_{mt}),\quad CAR_i = \sum_{t=t_1}^{t_2} AR_{it} $$ Measures returns beyond what a market model predicts around an event such as an announcement. - area: Causal inference - 1 papers in the last 7 days - Names searched for: abnormal return, cumulative abnormal return, buy-and-hold abnormal return Back to the ranking: https://scholar4ai.com/rankings/equations.md ## 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 *Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)* | Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months | |---|---:|---:|---:|---:| | | 135 | 143 | 7 | 285 | *Papers mentioning Event study (abnormal returns), newest first.* | Date | Title | Journal | Authors | Affiliations | |---|---|---|---|---| | 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm | | 2026-10-17 | [Expected default risk and abnormal returns: Evidence from textual disclosures in earnings conference calls](https://doi.org/10.1016/j.dss.2026.114783) | [Decision Support Systems](https://scholar4ai.com/journals/decision-support-systems.md) | Yi‐Mien Lin, Li-Yu Chen | | | 2026-10-15 | [Energy firms and global equity returns during escalations and de-escalations in the 2025–2026 Iran-US/Israel conflicts](https://doi.org/10.1016/j.frl.2026.110935) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Björn Miketta, Christian Ludwig, Florian Gärtner et al. | Justus-Liebig-Universität Gießen | | 2026-10-15 | [Scripted and unscripted disclosure: Tone in Brazilian earnings calls and short-window market reactions](https://doi.org/10.1016/j.iref.2026.105952) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Rodrigo Dos Reis Maia, Jorge Miguel Bravo | Universidade Nova de Lisboa | | 2026-10-13 | [Predicting individual stock crashes via extreme return probabilities: Machine learning with Bayesian optimization](https://doi.org/10.1016/j.jbankfin.2026.107737) | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | Zihao Chen, Haitao Li, Guoliang Ma et al. | Iowa State University; Cheung Kong Graduate School of Business | | 2026-10-10 | [Individual investors and SPAC performance](https://doi.org/10.1016/j.ribaf.2026.103668) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Hyunseok Kim, Kyojik Song | Jeonju University; Sungkyunkwan University | | 2026-10-01 | [AI Narratives and Factual Response Gaps: Disclosure Choices and Market Responses in Investor-Firm Q&A](https://doi.org/10.1016/j.iref.2026.105884) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 辛世博, Yuechen Wang, Bowen Liang | Beijing Technology and Business University; University of International Business and Economics | | 2026-10-01 | [IRS monitoring and directors’ insider trading profitability](https://doi.org/10.1016/j.frl.2026.110873) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Sung Gon Chung, Jimmy Lee, Sang Hyun Park | Wayne State University; Singapore Management University; Augusta University | | 2026-09-30 | [Do markets price new geopolitical exposure? Evidence from cross-border acquisitions](https://doi.org/10.1016/j.frl.2026.110861) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Silvia Rigamonti, Andrea Signori | Università Cattolica del Sacro Cuore | | 2026-09-29 | [Cognitive processing of nonverbal cues in earnings conference calls: The association between CEO vocal emotion and stock market reactions](https://doi.org/10.1016/j.jbusres.2026.116569) | [Journal of Business Research](https://scholar4ai.com/journals/journal-of-business-research.md) | Baojun Ma, Lingyun Zhou, Yao Mu et al. | Hohai University; Shanxi University of Finance and Economics; Shanghai International Studies University | | 2026-09-28 | [The financial transaction tax in Spain](https://doi.org/10.1016/j.intaccaudtax.2026.100792) | [Journal of International Accounting Auditing and Taxation](https://scholar4ai.com/journals/journal-of-international-accounting-auditing-and-taxation.md) | A-M. Fuertes, Marcos González-Fernández, M-D. Robles | City, University of London; City St George's, University of London; Universidad de León; … | ## 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 ```bibtex @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} } ``` License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).