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Market time and asset price movements : theory and estimation
Ghysels, Eric, (1995)
Modelling share price behaviour across time
Thompson, Spencer, (1999)
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
Some tests of international equity integration
Wheatley, Simon M., (1988)
A critique of latent variable tests of asset pricing models
Wheatley, Simon M., (1989)
Temporal variation in the interest-rate : response to money announcements
Roley, Vernon Vance, (1990)