An Evaluation of Testing Procedures for Event Study
This paper analyses efficiency of short horizon event study methodology in general and efficiency of various test statistics based on price and trading volume in the period (Iranian calendar) 1380:1389-q1 (2240 days) applying simulation method. We evaluate efficiency of 8 test statistics including p...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2013-01-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_51061_a38d8e7d410dc004ca1e2ae46c39ae0a.pdf |