Stambaugh, Robert F (1982-11-01). "On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis". Journal of Financial Economics. 10 (3): 237–268. doi:10.1016/0304-405X(82)90002-2. ISSN0304-405X.
Vasicek, Oldrich A. (1973). "A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas". The Journal of Finance. 28 (5): 1233–1239. doi:10.1111/j.1540-6261.1973.tb01452.x. ISSN1540-6261.
Scholes, Myron; Williams, Joseph (1977-12-01). "Estimating betas from nonsynchronous data". Journal of Financial Economics. 5 (3): 309–327. doi:10.1016/0304-405X(77)90041-1. ISSN0304-405X.
Dimson, Elroy (1979-06-01). "Risk measurement when shares are subject to infrequent trading". Journal of Financial Economics. 7 (2): 197–226. doi:10.1016/0304-405X(79)90013-8. ISSN0304-405X.
Stambaugh, Robert F (1982-11-01). "On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis". Journal of Financial Economics. 10 (3): 237–268. doi:10.1016/0304-405X(82)90002-2. ISSN0304-405X.
Vasicek, Oldrich A. (1973). "A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas". The Journal of Finance. 28 (5): 1233–1239. doi:10.1111/j.1540-6261.1973.tb01452.x. ISSN1540-6261.
Scholes, Myron; Williams, Joseph (1977-12-01). "Estimating betas from nonsynchronous data". Journal of Financial Economics. 5 (3): 309–327. doi:10.1016/0304-405X(77)90041-1. ISSN0304-405X.
Dimson, Elroy (1979-06-01). "Risk measurement when shares are subject to infrequent trading". Journal of Financial Economics. 7 (2): 197–226. doi:10.1016/0304-405X(79)90013-8. ISSN0304-405X.