6Badrinath, S. G. and Wahal, S. , 2002," Momentum Trading by Institutions", Journal of Finance, Vol. 57, 2449 - 2478.
7Bemd, E. K. , Hall, B. H. , Hall, R. E. , and Hausman, J. A. 1974, Estimation and inference in Nonlinear Structural Models, Annals of Economic and Social Measurement,3/4,653 -665.
8Chou, R. Y. , 1988, “Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch”, Journal of Applied Econometrics, VoL 3, No. 4 : 279 - 294.
9Cohen, R. B. , P. A. , Gompers, and T. , Vuolteenaho, 2002, Who Underreacts to Cash-Flow News? Evidence in Dynamic Models with Time Varying Covariances, Econometric Reviews, Vol. 11, 143 - 172.
10Engle, R.F. , 1982, "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kindom Inflation", Econometric, Vol. 50, No. 4, 987 - 1008.
1Andreas Charitou,Christodoulos Louca,Nikos Vafeas.Boards, ownership structure, and involuntary delisting from the New York Stock Exchange[].Journal of Accountancy.2007
