1. Black F, Jensen MC, Scholes M (1972) The capital asset pricing model: some empirical tests. In: Jensen M (ed) Studies in the theory of capital markets. Praeger, New York
2. Blin LM, Bender S, Guerard JB (1997) Earnings forecasts, revisions and momentum in the estimation of efficient market-neutral Japanese and U.S. portfolios. In: Chen A (ed) Research in finance, 15th edn. JAI Press, Greenwich, CT, pp 93–114
3. Bodie Z, Kane A, Marcus AJ (2010) Investments. Irwin/McGraw-Hill, New York
4. Brown SJ (1989) The number of factors in security returns. J Financ 44(5):1247–1262
5. Chandra M (2005) Estimating and explaining extreme comovements in Asia–Pacific equity markets. Rev Pac Basin Financ Mark Policy 8(1):53–79