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Lags between investment decisions and their causes
Almon, Shirley, (1968)
Bias in fitting the sharpe model to time series data
Roll, Richard, (1969)
The time structure of investment behavior in United States manufacturing, 1947-1960
Jorgenson, Dale W., (1967)
Bivariate Spectral Analysis of the Capital Asset Pricing Model
Goldberg, Michael A., (1978)
Spectral analysis of public utility returns
Goldberg, Michael A., (1977)
The inconsistency of the relationship between security and market returns
Goldberg, Michael A., (1980)