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The Effect of NAFTA on the US
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Sources list for EFFECT OF INFLATION ON STOCK RETURNS
  
 
(MaheuJohn M.MccurdyThomasH.Identifying Bull and Bear Markets in Stock Returns2000)Maheu, John M., and Thomas H. Mccurdy. "Identifying Bull and Bear Markets in Stock Returns." Journal of Business & Economic Statistics Vol. 18 (2000).
Asset Pricing Phenomena

Czyrnik, Kathy, and Linda S. Klein. "Who Benefits from Deregulating the Separation of Banking Activities? Differential Effects on Commercial Bank, Investment Bank, and Thrift Stock Returns." The Financial Reivew 39 (2004): 317-341.
Deregulation and Investment Banking

French, K, Stock Returns and the Weekend Effect, Journal of Financial Economics, 1980.
UK Concept of Market Efficiency

Kaminsky G, Schmucker S, "Emerging Markets Instability: Do country ratings affect country risk and Stock Returns?" (2001)
Risk Indices

Kandel, Shmuel, Stambaugh, Robert F. "On the Predictability of Stock Returns: An Asset Allocation Perspective," 1996, Journal of Finance 51, 385 - 424.
Asset Markets