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...
Guardado en:
| Autores principales: | , |
|---|---|
| Lenguaje: | English |
| Publicado: |
Instituto de Economía, Pontificia Universidad Católica de Chile
2005
|
| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212005012600005 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Sea el primero en dejar un comentario!