The Power and Misspecification of the Models Measuring Long-Run Security Price Performance: The Case of Korea Stock Market

Korean Journal of Financial Studies 2007;36(2):237-280.
Published online April 30, 2007.

한국증권시장에서의 장기성과 측정모형의 검정력과 통계적 오류

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Key Words: 검정력,사건연구방법론,설정의 오류,시뮬레이션,장기성과,Event study methodology,Long-run abnormal stock performance,Misspecification,Power of a test,Simulation

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