Econometric ‘but-for’ Financial Variable Event Studies, Forecasting & Empirical Modeling

Our experts include world class authorities on the measurement of losses to financial entities resulting from economic or other events. In particular, we routinely carry out sophisticated empirical financial research in order to construct economic, econometric, and statistical models for forecasting the values of financial variables (such as stock prices, stock price returns, profits, and revenues) in ‘but-for’ scenarios associated with events such as structural breaks due to employee ‘flight’, price fixing and collusion, and losses due to defective consumer and producer products. One example of the type of case treated using our expertise involves the calculation of abnormal returns that fully condition on the ‘state of the world’ both pre- and post-event.

In addition, in instances where opposing analysis is unreliable and/or based on overly simplistic or indefensible supposition, our forecasting and related models offer a sophisticated means of rebuttal and counter-claim.