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Working Paper Series in Law
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Title The Logic and Limits of Event Studies in Securities Fraud Litigation

Author(s) Jill Fisch University of Pennsylvania and ECGI Jonah Gelbach University of Pennsylvania Jonathan Klick University of Pennsylvania
Date April 2017
Serial No Law Working Paper No. 328/2016
Keywords Civil procedure, evidence, Supreme Court of the United States, SCOTUS, Halliburton Co. v. Erica P. John Fund, Inc., Basic, Inc. v. Levinson, fraud on the market, event study methodology, fraudulent information, significance, error rates, one-sided SQ test, securities fraud, 10b-5 litigation
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