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The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns : a comparative study
Higgins, Eric James, (1998)
The significance of serial cross-correlations after controlling for a specific factor structure in security returns
Higgins, Eric James, (2001)
Day-of-The-Week Autocorrelations, Cross-Autocorrelations, and the Weekend Phenomon
Higgins, Eric James, (1999)