Generally, ferrite rod antennas are discussed among loop antennas in comprehensive antenna theory textbooks, e.g. Ballanis.
Also the "bible" of ferrite applications, Snelling
Soft Ferrites has a chapter about ferrite rod antennas. All practical examples are exclusively MW antennas, however. Interestingly it mentions an (execptional) paper
A Small Ferroxcube Aerial for VHF Reception. It's also listed in the below chapter on magnetic antennas, but although often quoted, apparently not available in the internet:
http://www.avionics.com/images/jpg/ant eng hdbk ch5.pdf
In a technical view, I think bif44 is right about selection of ferrite material. Usual ferrite rod antennas or optimzed for the LW and MW band and using µr values of at least several 100, as you can see from the manufacturer catalogs. It's the same material as used for 125 kHz RFID applications. For upper SW band, you should choose RF ferrites with µr below 50 to reduce ferrite losses to an acceptable amount. The availability of the stock is possibly limited at most manufacturers.
You also didn't mention, if you intend a receiver or transmitter application. The usual LW/MW ferrite rod designs are noise optimized but not impedance matched, thus not suited for transmitter applications.