Detecting long-run abnormal stock returns : the empirical power and specification of test statistics : the Canadian evidence

Detecting long-run abnormal stock returns : the empirical power and specification of test statistics : the Canadian evidence

This study empirically examines the issue of long-horizon security price performance in the Canadian equity market. It analyses the empirical power and specification of test statistics through event studies designed to detect long-run abnormal stock returns. I evaluate the performance of different a...

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Bibliographic Details
Main Author: Bogue, Matthew Robert
Format: Others
Published: 2000
Online Access:http://spectrum.library.concordia.ca/1039/1/MQ47805.pdf
Bogue, Matthew Robert <http://spectrum.library.concordia.ca/view/creators/Bogue=3AMatthew_Robert=3A=3A.html> (2000) Detecting long-run abnormal stock returns : the empirical power and specification of test statistics : the Canadian evidence. Masters thesis, Concordia University.

Internet

http://spectrum.library.concordia.ca/1039/1/MQ47805.pdf
Bogue, Matthew Robert <http://spectrum.library.concordia.ca/view/creators/Bogue=3AMatthew_Robert=3A=3A.html> (2000) Detecting long-run abnormal stock returns : the empirical power and specification of test statistics : the Canadian evidence. Masters thesis, Concordia University.

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