Event study

An event study measures the price reaction to a specific event against what would otherwise have been expected. It is the standard method for establishing materiality and quantifying loss.

compliance and practice · updated 2026-09-08

See also

• Materiality — Information is material if a reasonable investor would consider it important in deciding whether to buy or sell. Materiality is an…
• Expert testimony — Expert testimony explains technical matters to a court. Manipulation trials turn heavily on it, because whether a pattern of order…

Terms that refer here

Expert testimony · Loss causation

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