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Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John, (1991)
Conditioning variables and the cross section of stock returns
Ferson, Wayne E., (1999)
Estimating a continuous-time asset pricing model with state-dependent risk aversion
Gordon, Stephen F., (1998)
Data frequency and the number of factors in stock returns
Huang, Roger D., (1995)
Tests of market models : heteroskedasticity or misspecification?
Huang, Roger D., (1988)
Does monetization of federal debt matter? : evidence from the financial markets
Huang, Roger D., (1986)