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The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 27 / Issue 3 / September 1992
- Published online by Cambridge University Press:
- 06 April 2009, pp. 465-478
- Print publication:
- September 1992
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The Value of Early Exercise in Option Prices: An Empirical Investigation
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 1 / March 1991
- Published online by Cambridge University Press:
- 06 April 2009, pp. 129-138
- Print publication:
- March 1991
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