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Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John, (1991)
Die Schätzung erwarteter Renditen in der modernen Kapitalmarkttheorie : implizit erwartete Renditen und ihr Einsatz in Kapitalmarktmodell-Tests und Portfoliooptimierung
Hagemeister, Meike Martina, (2010)
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš, (2000)
Tests of market models : heteroskedasticity or misspecification?
Huang, Roger D., (1988)
Data frequency and the number of factors in stock returns
Huang, Roger D., (1995)
The quality of ECN and Nasdaq market maker quotes
Huang, Roger D., (2002)