I thought I had a solid understanding of event studies, sure. But then when you go out to actually do one for a not completely straightforward case (e.g., What if the intensity of "the event" varies? What if there are multiple events per unit?). Have a look at this Journal of Economic Perspectives piece, "An Introductory Guide to Event Study Models," written by Doug Miller.
H/T David Simon. It's good to have colleagues who know a thing or two about this sort of thing!
