Event Study of Elon Musk Selling Tesla Shares of Stock

[@elisadimarco7997]

Hi! Thank you for the video. How do you find out whether the model is significant or not? How would you do the event study for a panel of different M&A transactions announcements on different companies?

[@PopanNora]

HI Jonathan, Thanks for sharing this vidoe, this is useful. But would you mind helping how did you calculate the return? Thought this would be (closing price today-closing price yesterday)/clsoing price yesterday, but this does not align with your numbers. Your response would be appreciated.

[@darkright3001]

Great video. I do wonder why you kept including that 0 risk free rate though. Was it necessary? Can we just do without it?

[@rbimawahyudhaputra1208]

Hello, can u please explain best usage for Cumulative Abnormal Return, Average Abnormal Return and CAAR? Thank you very much

[@SuperTcheese]

Hi Jonathan, love your content. I was wondering if you had read the paper "Honey, I Shrunk the Sample Covariance Matrix", and if you could do a video explaining it and showing an example of how it works.

[@jonathankalodimosphd]

Thanks. I haven’t read it but I’ll add to my reading list.

[@nazwahnazihah]

How do you do the calculation for return?

[@notyourgooose]

Hello, Does that RF factors work for other markets (countries) too or just USA markets?

[@RaffaeleMiranda-bx2wz]

Hi Jonathan, I have to do an event study, how can I get returns?

[@kayleyhadley373]

'promosm'