A Likelihood Ratio Test of Price Volatilities: Comparing Stock Index Spot and Futures.

Intermarket Efficiency: An Application of Interbattery APT to Mortgage-Backed Securities.

Bubnys, Edward L, (1993)

Risk-Adjusted Day-of-the-Week, Day-of-the-Month, and Month-of-the-Year Effects on Stock Indexes and Stock Index Futures.

Khaksari, Shahriar, (1992)

Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model.

Bubnys, Edward L, (1990)