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Nonparametric tests for event studies under cross-sectional depedence
Pelagatti, Matteo M., (2021)
A note on intraday event studies
Marshall, Ben R., (2019)
Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic
Glascock, John Leslie, (1991)
Wealth effects and monetary theory
Sweeney, Richard J., (1988)
Mean reversion in G-10 nominal exchange rates
Sweeney, Richard J., (2006)
Fed intervention, dollar appreciation, and systematic risk
Sweeney, Richard J., (2007)