1. F. Black M. Scholes The Behavior of Security Returns Around Ex-dividend Days Manuscript, University of Chicago 1973
2. E. L. Lehmann Nonparametrics: Statistical Methods Based on Ranks, (Holden-Day, San Francisco) 1975
3. J. MacBeth Tests of the Two Parameter Portfolio Model of Capital Market Equilibrium, unpublished dissertation, University of Chicago 1975
4. E. Malinvaud Méthodes statistiques de léconométrie (Dunod, Paris) 1969