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Nonnormalities and tests of asset pricing theories
Affleck-Graves, John F., (1989)
Wendepunkte in Finanzmärkten : Prognose und asset allocation
Huber, Claus, (2000)
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W., (2000)
The robustness of risk-return nonlinearities to the normality assumption
Carroll, Carolyn A., (1992)
Determinants of corporate hedging and derivatives : a revisit
Fok, Robert C. W., (1997)
Implications of multiple structural changes in event studies
Burnett, John E., (1995)