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Causal Inference in Financial Event Studies
Paul Goldsmith-Pinkham / Tianshu Lyu
causal identification / causal inferenceResource overview

Causal Inference in Financial Event Studies

Paper2025

by Paul Goldsmith-Pinkham, Tianshu Lyu

Tags
causal identificationcausal inference

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Suggested foundations for probability and statistical reasoning. Specialist prerequisites vary by paper.

Before you read

  1. Random Variables and Distributions

    Read the distributions and expectations used in probabilistic arguments.

  2. Conditional Expectation

    Interpret expectations after information is observed.

Go further

  1. Confidence Intervals and Hypothesis Testing

    Assess uncertainty rather than treating an estimate as a fact.

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