Dear All,
I want to combine an independent variable from survey data with stock price reaction as the dependent variable of the study.
Therefore, I try to combine the analysis of a latent variable with event study results.
Is my understanding correct, that I should analyze these results by help of a SEM? How would I then integrate the event study results into my model?
Does anybody have experience with this approach?
Thank you very murch for your help!
Best,
Christian
Event study results (DV) and latent variables in PLS (IV)
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- cringle
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Re: Event study results (DV) and latent variables in PLS (IV
Sounds really good. Here are some similar studies:
Anderson, E. W., Fornell, C. G., & Mazvancheryl, S. K. (2004). Customer Satisfaction and Shareholder Value. Journal of Marketing, 68(4), 172-185. http://journals.ama.org/doi/abs/10.1509 ... =amma-site
Anderson, E. W., & Mansi, S. A. (2009). Does Customer Satisfaction Matter to Investors? Findings from the Bond Market. Journal of Marketing Research, 46(5), 703-714. http://journals.ama.org/doi/abs/10.1509/jmkr.46.5.703
PLS-SEM needs a single data set for all indicators used in the PLS path model. Hence, you can combine two different data sets on the company level (survey data of a company and stock price).
Best
Christian
Anderson, E. W., Fornell, C. G., & Mazvancheryl, S. K. (2004). Customer Satisfaction and Shareholder Value. Journal of Marketing, 68(4), 172-185. http://journals.ama.org/doi/abs/10.1509 ... =amma-site
Anderson, E. W., & Mansi, S. A. (2009). Does Customer Satisfaction Matter to Investors? Findings from the Bond Market. Journal of Marketing Research, 46(5), 703-714. http://journals.ama.org/doi/abs/10.1509/jmkr.46.5.703
PLS-SEM needs a single data set for all indicators used in the PLS path model. Hence, you can combine two different data sets on the company level (survey data of a company and stock price).
Best
Christian
Prof. Dr. Christian M. Ringle, Hamburg University of Technology (TUHH), SmartPLS
- Literature on PLS-SEM: https://www.smartpls.com/documentation
- Google Scholar: https://scholar.google.de/citations?use ... AAAJ&hl=de
- Literature on PLS-SEM: https://www.smartpls.com/documentation
- Google Scholar: https://scholar.google.de/citations?use ... AAAJ&hl=de