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Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory, (1991)
The effect of foreign exchange rate risk and interest rate risk on bank stock returns
Loo, Jean C., (1993)
Seasonals, price adjustment delays and estimated systematic risk
Taube, Paul M., (1994)
An anatomy of trading strategies
Conrad, Jennifer S., (1998)
Mean reversion in short-horizon expected returns
Conrad, Jennifer S., (1989)
Long-term market overreaction or biases in computed returns?
Conrad, Jennifer S., (1993)