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Heteroskedasticity in Stock Returns.. (1990). Schwert, G. ; Seguin, Paul J.
In: Journal of Finance.
RePEc:bla:jfinan:v:45:y:1990:i:4:p:1129-55.

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  74. Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading. (2009). Tse, Yiuman ; Ning, Zi.
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  83. Maximizing equity market sector predictability in a Bayesian time-varying parameter model. (2008). Sakoulis, Georgios ; Johnson, Lorne D..
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  84. IS THE UK REAL ESTATE MARKET CONVERGING WITH THE REST OF EUROPE?. (2008). Lee, Stephen.
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  85. Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach. (2007). Semmler, Willi ; Eisenbeiss, Maik.
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  88. Conditional coskewness and asset pricing. (2007). Smith, Daniel.
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  89. Financial Constraints and the Risk-Return Relation. (2007). Wang, Tao.
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