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Multivariate time series study of excess returns on equity and foreign exchange markets
Li, Hong, (1995)
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben, (1995)
Further empirical test of the proxy-effect hypothesis : some international evidence
Lee, Unro, (1996)
Price clustering and bid-ask spreads in international bond futures
Ap Gwilym, Owain, (1998)
The gains from international portfolio diversification in bonds and equities
Andrade, Isabel C., (1995)
Stock return predictability or mismeasured risk?
Clare, Andrew D., (1997)