MEASURING SECURITY PRICE PERFORMANCE USING CHILEAN DAILY STOCK RETURNS: THE EVENT STUDY METHOD
Following the Brown-Warner simulation approach and using Chilean daily security returns data, we examine the specification and power of three parametric t-tests commonly used in event studies: the standardized, the cross-sectional and the portfolio t-test. Our findings show that even though symptoms...
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| Autores principales: | , |
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| Lenguaje: | English |
| Publicado: |
Instituto de Economía, Pontificia Universidad Católica de Chile
2005
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212005012600005 |
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