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Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539

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Lee, Jae-ha - In: Review of futures markets 13 (1994) 1, pp. 1-38

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Crain, Susan J. - In: The journal of finance : the journal of the American … 51 (1996) 1, pp. 325-343

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Ederington, Louis H.; Guan, Wei - In: Journal of banking & finance 29 (2005) 6, pp. 1429-1457

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