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2. Bhardwaj , Ravinder K. LeRoy D. Brooks 1989 A bid-ask bias model with unequal probabilities of bid and ask: The case of the January and turn-of-the-year effects Working Paper, Division of Research, University of South Carolina, Columbia, South Carolina
3. Biases in computed returns: An application of the size effect;Blume;Journal of Financial Economics,1983
4. New evidence on the nature of size-related anomalies in stock prices;Brown;Journal of Financial Economics,1983
5. Some empirical tests of the theory of arbitrage pricing;Chen;Journal of Finance,1983