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Tests and properties of variance rations in microstructure studies
Ronen, Tavy, (1997)
The intra-day effect of program trades on stock returns : evidence from October 1987
Neal, Robert S., (1994)
Modelling high frequency financial count data
Quoreshi, Shahiduzzaman, (2005)
The use of error components models in business finance : a review article and an application
Karathanassis, George A., (1993)
Estimation of bank stock price parameters and the variance components model
Karathanassis, George A., (1988)
Determinants of the equity rate of return : a cross sectional analysis
Karathanassis, George A., (1984)