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 porfolio t-test.

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Year of publication:	2005
Authors:	Saens, Rodrigo ; Sandoval, Eduardo
Published in:	Latin American Journal of Economics-formerly Cuadernos de Economía. - Instituto de Economía, ISSN 0717-6821. - Vol. 42.2005, 126, p. 307-328
Publisher:	Instituto de Economía
Subject:	Event studies method \| specification tests

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	G14 - Information and Market Efficiency; Event Studies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005730174