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Market response to investor sentiment
Hengelbrock, Jördis, (2011)
Stock returns and implied volatility: A new VAR approach
Lee, Bong Soo, (2013)
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp, (2001)
Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns
Pettit, R. Richardson, (1974)
A Model of Capital Asset Risk
Pettit, R. Richardson, (1972)
A model of capital asset risk