//-->
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)
Special issue on REITs: the maturation of a developing industry : REITs in the 1990s
Glascock, John Leslie, (2000)
Further evidence on the integration of REIT, bond, and stock returns
Announcement effects of bond rating changes on common stock prices
Glascock, John Leslie, (1984)