Bacidore JM, 2002, Journal of Financial Economics, 63, 133, 10.1016/S0304-405X(01)00092-7
Bailey W, 2000, Journal of Finance, 55, 2693, 10.1111/0022-1082.00303
10.1111/j.1468-0084.1993.mp55003003.x
10.1016/S0304-405X(99)00020-3
10.1111/j.1540-6261.1994.tb02450.x
10.1080/07350015.1995.10524576
Grammig J, 2004, Journal of Empirical Finance
Harris F, 2002, Journal of Financial Markets, 5, 277, 10.1016/S1386-4181(01)00017-9
10.1016/0165-1889(88)90041-3
10.1111/j.1468-0084.1990.mp52002003.x
10.1016/S0378-4266(99)00076-X
10.1016/0304-4076(95)01753-4
Lieberman O, 1999, Journal of International Money and Finance, 18, 289, 10.1016/S0261-5606(99)00003-0
10.1016/0165-1889(92)90005-Y
Martens M, 1998, Journal of International Financial Markets, Institutions and Money, 8, 243, 10.1016/S1042-4431(98)00044-4
10.1111/j.1468-0084.1992.tb00013.x
Schreiber PS, 1986, Journal of Portfolio Management, 12, 43, 10.3905/jpm.1986.409071
Solnik B, 2000, International Investments, Addison– Wesley
10.1016/S0927-5398(02)00005-1