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Damodaran, A. (2002) Estimating Equity Risk Premiums (Working Paper). New York: NY University, Stern School of Business.
Damodaran, A. (2002) Investment Valuation: Tools and Techniques for Determining the Value of any Asset. 2nd. ed. New York: Wiley Frontiers in Finance.
Banz, R. (1981) The Relationship between Return and Market Value of Common Stocks. Journal of Financial Economics. March. 9. pp. 3-18.
Barry, C. et al. (2002) Robustness of Size and Book-to-Market Effects: Evidence from Emerging Equity Markets. Emerging Markets Review. 3.
Mariscal, J. & Lee, R. (1993) The Valuation of Mexican Stocks: An Extension of the Capital Asset Pricing Model. New York: Goldman Sachs.
Hamada, R.S. (1969) Portfolio Analysis, Market Equilibrium and Corporation Finance. Journal of Finance. May. pp. 13-31.
Hamada, R.S. (1972) The Effect of the Firm's Capital Structure on the Systematic Risk of Common Stocks. Journal of Finance. May. pp. 435-452.
Estrada, J. (2000) The Cost of Equity in Emerging Markets: A Downside Risk Approach. Emerging Markets Quarterly. Fall. pp. 19-30.
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Estrada, J. (2002) Systematic Risk in Emerging Markets: The D-CAPM. Emerging Markets Review. 3 (4). pp. 365-379.
Estrada, J. & Serra, A. (2005) Risk and Return in Emerging Markets: Family Matters. Journal of Multinational Financial Management. 15 (3). pp. 257-272.
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Teplova, T. & Shutova, E. (2011) A Higher Moment Downside Framework For Conditional And Unconditional CAPM In The Russian Stock Market. Eurasian Economic Review. 1 (2). pp. 157-178.