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Applied “Event Study” methodology to research value creation of financial operations, (including acquisitions, divestiture, capital increase, dividend distribution) for Zain and Orascom Telecom Holding. Applied CAPM model; calculated Beta; and studied market efficiency. Highlighted that Beta changes with the change in window of event, and suggested the need to apply other methods for analyzing non stationary signals. For example, Wavelets and Digital Signal Processing techniques could be useful for the analysis of financial data. I had used Wavelets for the analysis of non stationary biomedical signals in my Electrical Engineering thesis.