References
- Anderson , G. 1996 . Nonparametric tests of stochastic dominance in income distributions . Econometrica , 64 : 1183 – 1193 .
- Barber , B. M. and Lyons , J. D. 1997 . Detecting long-run abnormal stock returns: the empirical power and specification of test statistics . Journal of Financial Economics , 43 : 341 – 372 .
- Crawford , I. 1999 . Nonparametric tests of stochastic dominance in bivariate distributions, withan application to UK data , The Institute for Fiscal Studies Working Paper, 28/99
- Fama , E. F. 1998 . Market efficiency, long-term returns, and behavioral finance . Journal of Financial Economics , 49 : 283 – 306 .
- Kandell , M. G. and Staurt , A. 1979 . The Advanced Theory of Statistics , London : Griffen .
- Levy , H. 1998 . Stochastic Dominance: Investment Decision Making Under Uncertainty , Kluwer Academic Publishers .
- Lyon , J. D. , Barber , B. M. and Tsai , C-L. 1999 . Improved methods for tests of long-run abnormal stock returns . Journal of Finance , 54 : 165 – 201 .
- Ritter , J. 1991 . The long-run performance of initial public offerings . Journal of Finance , 46 : 3 – 27 .
- Stoline , M. R. and Ury , H. A. 1979 . Tables of the studentised maximum modulus distribution and an application to multiple comparison among means . Technometrica , 21 : 87 – 93 .