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The specification and power of the sign test in event study hypothesis tests using daily stock returns
Corrado, Charles Joseph, (1992)
Using daily stock returns in event studies and the choice of parametric versus nonparametric test statistics
Berry, Michael A., (1990)
Levels of significance in event studies
Sweeney, Richard J., (1991)
Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage
Karafiath, Imre, (2014)
Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
Karafiath, Imre, (2009)
Detecting cumulative abnormal volume : a comparison of event study methods