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Though several modifications have been made to the original methodologies, their basic structure has remained unaltered.

Event studies of stock returns have been used extensively in the economics and finance Literature, often with insignificance of abnormal returns being found (the null accepted).The standard event study methodology for a stock return based model follows a two-step(Or three step in some cases) estimation procedure...

First one regresses a time series of firm stock returns on market returns during a pre-event “estimation window” in order to establish a prediction equation for “normal” movements in the stock. This is performed for each firm which experiences an event. Then for each event, one finds the “abnormal return” over an “event window” by taking the difference between actual firm returns and the estimated firm returns for this time period as predicted by the first stage regression...

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