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Stock returns before and after calls of convertible bonds
Cowan, Arnold Richard - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 549-554
Persistent link: https://www.econbiz.de/10001098657
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Trading frequency and event study test specification
Cowan, Arnold Richard - In: Journal of banking & finance 20 (1996) 10, pp. 1731-1757
Persistent link: https://www.econbiz.de/10001209650
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Do dividends signal earnings? : The case of omitted dividends
Sant, Rajiv - In: Journal of banking & finance 18 (1994) 6, pp. 1113-1133
Persistent link: https://www.econbiz.de/10001173217
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Interacting biases, non-normal return distributions and the perfomance of tests for long-horizon event studies
Cowan, Arnold Richard; Sergeant, Anne M. A. - In: Journal of banking & finance 25 (2001) 4, pp. 741-765
Persistent link: https://www.econbiz.de/10001567561