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Hypothesis testing in event studies : the case of variance changes
Giaccotto, Carmelo, (1996)
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)
Estimating earnings response coefficients : pooled versus firm-specific models
Teets, Walter R., (1996)
Analysis of REIT IPOs using a market microstructure approach : anomalous behavior or asset structure
Glascock, John Leslie, (1998)
An analysis of office market rents : parameter constancy and unobservable variables
Glascock, John Leslie, (1993)
Signaling with convertible debt
Davidson, Wallace Norman, (1995)