In principle, this is an issue arising in all event studies but is a greater concern in cases such as ours where the event may be drawn out over several. Therefore, in this paper, we use an event study approach to examine the relationship between the. Explore the highlights here, and download the full report now to transform the way you work. Scope of the Study This study was limited to the perceptions of full-time business employees as to the negative effects that stress has on work performance and the steps that employers are taking to manage stress. Event study design econometrics A simple event study involves the following steps: Cleaning the Data and Calculating the Event Window Estimating Normal Performance Calculating Abnormal and Cumulative Abnormal Returns Testing for Significance Testing Across All Events relating event study design and the pa- per closes with the concluding discussion in Section 11.
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