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Cantrell, Steve, Michael T. Maloney, and Mark Mitchell. “On Estimating the Variance of Abnormal Stock Market Performance,” working paper, 1989, Clemson University. Chandra, Ramesh, and Bala V. Balachandran. “A Synthesis of Alternative Testing Procedures for Event Studies,” Contemporary Accounting Research, 1990, 6(2), 611–640. Chandra, Ramesh, Shane Moriarity, and G. Lee Willinger. “A Reexamination of the Power of Alternative Return-Generating Models and the Effect of Accounting for Cross-Sectional Dependencies in Event Studies,” Journal of Accounting Research, 1990, 28(2), 398–408. Chen, Haiyang, Michael Y. Hu, and Joseph C.P. Shieh. “The Wealth Effect of International Joint Ventures: The Case of U.S. Investment in China,” Financial Management, 1991, 20(4), 31–41. Corhay, A. and A. Tourani Rad. “Conditional Heteroscedasticity Adjusted Market Model and an Event Study,” Quarterly Review of Economics and Finance, 1996, 36(4), 529–538. Collins, Daniel W. and Warren T. Dent. “A Comparison of Alternative Methodologies used in Capital Market Research,” Journal of Accounting Research, 1984, 22(1), 48–84. Corrado, Charles J. “A Nonparametric Test for Abnormal Security-Price Performance in Event Studies,” Journal of Financial Economics, 1989, 23(2), 385–396. Corrado, Charles J., and 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, 1992, 27(3), 465–478. Cowan, Arnold R. “Nonparametric Event Study Tests,” Review of Quantitative Finance and Accounting, 1992, 2(4), 343–358. Cowan, Arnold R. “Tests for Cumulative Abnormal Returns over Long Periods: Simulation Evidence,” International Review of Financial Analysis, 1993, 2(1), 51–68. Cowan, Arnold R., Nandkumar Nayar, and Ajai K. Singh. “Stock Returns Before and After Calls of Convertible Bonds,” Journal of Financial and Quantitative Analysis, 1990, 25(4), 549–554. 164