Methodology in Stock market research

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    Nayan
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    Hi,
    I am research master student in finance and am doing disseration on IPO (initial price offering). My methodology is not so complex one. I am using event study approach to examine abnormal stock market returns. But I wanted to know whether there are other advanced econometric methodology that have been published in this aspect so that I could go through it.
    Pls suggest some journal article references.
    regds

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