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Scott, Elton - In: Journal of banking & finance 13 (1989) 6, pp. 839-851

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Kopecky, Kenneth J. - In: Journal of economics & business 45 (1993) 3, pp. 297-314

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Tucker, Alan L. - In: Advances in futures and options research : a research annual 9 (1997), pp. 287-296

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Ang, James S. - In: The journal of financial research 11 (1988) 4, pp. 265-280

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