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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)
A model of international asset pricing under imperfect commodity arbitrage
Eun, Cheol S., (1985)
Investor recognition of bankruptcy costs : evidence from the 1987 market crash
Eun, Cheol S., (2000)
International price level linkages : evidence from the post-Bretton Woods era
Eun, Cheol S., (1999)