Companies rated as producing good integrated reports

Assignment Help Advanced Statistics

Reference no: EM131747195 , Length: 10

JSE EFFICIENCY AND SHARE PRICE REACTION TO FORCED FINANCIAL RESTATEMENTS by Shaun Watson and Jacobus Rossouw

You need to specify the model for events studies, running the regression and interpreting the results.

Select a sample consisting of 15 companies from JSE divided into group of 5 from 3 different industries.

Combination of companies rated as producing good integrated reports and those rated as producing bad integrated reports

But the main objective to test for strong form market efficiency.

Reference no: EM131747195

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len1747195

12/2/2017 2:06:49 AM

I need help with specifying the model for events studies, running the regression and interpreting the results. I have attached a sample paper. Please concentrate on the methology section. I would like to select a sample consisting of 15 companies from JSE divided into group of 5 from 3 different industries. I would like to be a combination of companies rated as producing good integrated reports and those rated as producing bad integrated reports to see if makes a difference at all. But the main objective to test for strong form market efficiency. I have also E&Y ratings report.

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