Evaluation of The Pricing Model and Calendar-Time Portfolio Approach in Long-Term Event Study
In the long-run event studies, the measurement of abnormal performance due to specific events in the long run is done according to different methods. The calendar - time portfolio approach is one of those methods used to calculate the abnormal returns resulting from the effect of the event being inv...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2019-03-01
|
| Series: | مطالعات تجربی حسابداری مالی |
| Subjects: | |
| Online Access: | https://qjma.atu.ac.ir/article_10009_8321ea972d02aa56c44d504b3f527c03.pdf |