事件研究法 (Event Study) 是一种统计方法，系在研究当市场上某一个事件发生的时后，是否会对股价产生波动。

事件研究法 (Event Study) 是一种统计方法，是在研究当市场上某一个事件发生的时后，股价是否会产生波动时，以及是否会产生「异常报酬率」(abnormal returns)，借由此种信息，我可以了解到股价的波动与该事件是否相关。

An Event study is a statistical method to assess the impact of an event on the value of a firm. For example, the announcement of a merger between two business entities can be analyzed to see whether investors believe the merger will create or destroy value. The basic idea is to find the abnormal return attributable to the event being studied by adjusting for the return that stems from the price fluctuation of the market as a whole.