Empirical irregularities in the estimation of beta: The impact of alternative estimation. Journal of Business Finance and Accounting. 22, 157-177.(1995).
An econometric analysis of the choice of daily versus monthly returns in test of information content. Journal of Accounting Research. 22, 605-623.(1984).
A guide to using event study methods in multi-country settings. Strategic Management Journal. 25(7), 655-668.(2004).
Corporate forecasts of earnings per share and stock price behavior. Journal of Accounting Research. 14, 246-276.(1976).
Modeling abnormal returns: A review article. Journal of Business Finance and Accounting. 19, 533-553.(1992).