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Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - In: The journal of business : B 79 (2006) 5, pp. 2337-2359

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Fama, Eugene F. - In: Review of asset pricing studies 3 (2013) 2, pp. 180-199

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Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016

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Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016 - This revision March 2016

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Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - 2012

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Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 73 (2004) 2, pp. 229-269

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Elton, Edwin J.; Gruber, Martin Jay; Blake, Christopher R. - In: The review of economics and statistics 87 (2005) 3, pp. 579-586

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