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Multivariate time series study of excess returns on equity and foreign exchange markets
Li, Hong, (1995)
The predictability of German stock returns
Klähn, Judith, (2000)
Studies on equity market behavior : volatility, predictability and integration
Marathe, Achla, (1994)
The seasonal behavior of the liquidity premium in asset pricing
Eleswarapu, Venkat R., (1993)
Cost of transacting and expected returns in the Nasdaq market
Eleswarapu, Venkat R., (1997)
Deregulation and capital market integration : a study of the New Zealand stock market
Chay, J. B., (2001)