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Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609

Persistent link: https://www.econbiz.de/10002439293

Ardia, David; Barras, Laurent; Gagliardini, Patrick; … - In: Journal of financial economics 154 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015072088

Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: Journal of financial economics 116 (2015) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10011347321

Chang, Briana; Hong, Harrison G. - In: Journal of financial economics 133 (2019) 3, pp. 751-763

Persistent link: https://www.econbiz.de/10012166171

Brav, Alon; Jiang, Wei; Ma, Song; Tian, Xuan - In: Journal of financial economics 130 (2018) 2, pp. 237-264

Persistent link: https://www.econbiz.de/10012051309

Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10013441641

Baltagi, Badi H.; Rich, Daniel P. - In: Journal of econometrics 126 (2005) 2, pp. 549-570

Persistent link: https://www.econbiz.de/10002647899

Campbell, John Y.; Yogo, Motohiro - In: Journal of financial economics 81 (2006) 1, pp. 27-60

Persistent link: https://www.econbiz.de/10003340663

Ludvigson, Sydney C.; Ng, Serena - In: Journal of financial economics 83 (2007) 1, pp. 171-222

Persistent link: https://www.econbiz.de/10003410385