1. Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach
2. Information Theory and An Extension of the Maximum Likelihood Principle;H Akaike;Second International Symposium on Information Theory,1973
3. A Critique of Size-Related Anomalies;J B Berk;Review of Financial Studies,1995
4. Economics Signi�-cance of Predictable Variations in Stock Index Returns;W Breen;Journal of Finance,1989
5. Alternative Factor Speci�cations, Security Characteristics, and the Cross-Section of Expected Stock Returns;M J Brennan;Journal of Financial Economics,1998