Project
Data Breach Disclosures & Equity Market Reactions
- Role
- Analyst / researcher (reproducible R project)
- What I did
- Event-study and difference-in-differences analysis of how U.S. equity markets react around corporate data-breach disclosures.
- Findings
- Documented run (2026-04-20): mean CAR(0,+10) ? ?0.12% (n = 224 non-confounded); mean AR sharply negative at disclosure day (t = 0).
- CS/DID overall dynamic ATT ? ?0.22 (95% CI [?0.42, ?0.02]); pre-trend p ? 0.91.
- R
- tidyquant
- Event study methods
- Callaway- Sant- Anna / did
