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The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
Chan, Kalok, (1995)
Asset Pricing When Returns Are Nonnormal: Fama-French Factors versus Higher-Order Systematic Comoments
Chung, Y.Peter, (2006)
ARTICLES - Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
Bailey, Warren, (2000)