1. Bodurtha, J. N.; Mark, N. C. "Testing the CAPM with Time Varying Risks and Returns,"Journal of Finance, 46, 1991, pp. 1485–505.
2. Bollerslev, T.; Engle, R.; Wooldridge, J. "A Capital Asset Pricing Model with Time Varying Covariance,"Journal of Political Economy, 95, 1988, pp. 116–31.
3. Caballero, R. "On the Sign of the Investment-Uncertainty Relationship,"American Economic Review, 81, 1991, pp. 279–88.
4. Collins, D. W.; Kothari, S. P.; Shanken, J.; Sloan, R. G. "Lack of Timeliness vs. Noise as Explanations for Low Contemporaneous Return-Earnings Association," working paper, University of Rochester, 1992.
5. Cutler, D. M.; Poterba, J. M.; Dummers, L. H. "What Moves Stock Prices,"Journal of Portfolio Management, 15, 1989, pp. 4–12.