The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns

Authors
Charles J. Corrado Terry L. Zivney
Citation
Charles J. Corrado et Terry L. Zivney, The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns, Journal of financial and quantitative analysis, 27(03), 1992, pp. 465
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
03
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:03<465:TSAPOT>2.0.ZU;2-E