Graca, Tarcisio da; Masson, Robert - In: Review of Accounting and Finance 11 (2012) May, pp. 166-183
. Moreover, as individual stocks have become more volatile, the additional power of the authors' methodology to detect abnormal …Purpose – The purpose of this paper is to demonstrate with real data the enhanced statistical power of a GLS … uses full sample, subsample and simulated modified sample analyses to compare the statistical power of the GLS methodology …