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Hashem Pesaran, M.; Smith, Ron - In: Journal of econometrics 68 (1995) 1, pp. 79-114

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Lee, Kevin; Shields, Kalvinder - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 463-490

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Davis, Donald; Lee, Kevin - In: Journal of applied corporate finance : JACF 10 (1997) 1, pp. 33-43

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Glen, Jack; Lee, Kevin; Singh, Ajit - In: Economics letters 72 (2001) 2, pp. 247-254

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