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Event studies and systems methods : some additional evidence
McDonald, Bill, (1987)
Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie, (1988)
Estimating capital asset price indexes
Hill, Rufus Carter, (1997)
The performance of mutual funds : a reexamination of timing and selectivity
Kadiyala, K. Rao, (1982)
Measuring investment performance with a stochastic parameter regression model
Lockwood, Larry, (1988)
Estimation of covariance components for random-walk regression parameters
Lockwood, Larry, (1986)