在金融和財務領域應用廣泛，最早是由多雷(Dolley，1933)提出的，他使用該方法是為了研究拆股對股價變化的影響，近20年來，該方法已被廣泛地應用於證券市場的研究。
事件研究法是目前普遍研究經濟事件對公司價值影響的方法。最早的使用者是Dolley，他用事件研究法研究了股票分割的價格效應。Ball和Brown(1968)引入了目前使用的事件研究法，研究了盈餘的信息含量，Fama(1969)研究了股票股利效應。Brown和Warner(1980)進一步完善了事件研究法，對幾個統計假定進行了修正。事件研究法是進行“半強式有效性檢驗”的基本方法。事件可以是指公司重大事件的發生日，如公司兼併公告日、債券發行日、盈利宣告日、股票股利發放日，也可以是普遍的經濟事件，如通貨膨脹、貿易赤字等的發生。It is widely used in the field of finance and finance. It was first proposed by Dolley (1933). He used this method to study the impact of stock splits on stock price changes. In the past 20 years, this method has been widely used in the securities market. research.
The event study method is currently a commonly used method to study the impact of economic events on company value. The earliest user was Dolley, who used the event study method to study the price effects of stock splits. Ball and Brown (1968) introduced the currently used event study method to study the information content of earnings, and Fama (1969) studied the stock dividend effect. Brown and Warner (1980) further improved the event study method and revised several statistical assumptions. The event study method is the basic method for conducting "semi-strong validity testing". Events can refer to the date when a company's major event occurs, such as the company merger announcement date, bond issuance date, profit announcement date, stock dividend payment date, or it can be a general economic event, such as the occurrence of inflation, trade deficit, etc.
本課程之研究主題主要是以經濟學相關議題為主。本課程的進行方式由學生自行分組並選擇有興趣之研究主題，透過與專題指導老師討論研究方向與內容後，再由同學分組進行研究資料之蒐集、整理與分析，定期與指導老師進行研究專題之討論，另需於學期末完成專題研究之書面報告與口頭報告。
The research topics of this course are mainly economics-related issues. The way this course is conducted is that students are divided into groups and choose research topics of interest. After discussing the research direction and content with the topic instructor, students are then divided into groups to collect, organize and analyze research data, and conduct research topics with the instructor on a regular basis. discussion, and a written report and an oral report on the topic research must be completed at the end of the semester.
沈中華、李建然著，事件研究法，華泰出版社，2000年初版。
沈中華、李建然，台灣經濟新報文化事業公司事件研究法暨模組
事件研究法
Written by Shen Zhonghua and Li Jianran, Event Study Method, Huatai Publishing House, first edition in 2000.
Shen Zhonghua, Li Jianran, Taiwan Economic News Cultural Corporation Incident Research Method and Model
event study method
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 專題報告100%專題報告100% Special report 100% |
100 |
