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Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84

Persistent link: https://www.econbiz.de/10011489343

Nakajima, Katsushi - In: Annals of finance 18 (2022) 1, pp. 35-80

Persistent link: https://www.econbiz.de/10013194631

Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186

Persistent link: https://www.econbiz.de/10010221755

Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10013194629

Fung, Scott; Tsai, Shih-Chuan - In: Journal of empirical finance 64 (2021), pp. 53-77

Persistent link: https://www.econbiz.de/10013259400

Angoshtari, Bahman; Leung, Tim - In: Annals of finance 16 (2020) 2, pp. 253-280

Persistent link: https://www.econbiz.de/10012496334

Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36

Persistent link: https://www.econbiz.de/10011663220

Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533

Persistent link: https://www.econbiz.de/10011663333

Dokučaev, Nikolaj G. - In: Annals of finance 14 (2018) 2, pp. 223-251

Persistent link: https://www.econbiz.de/10011945595

Chen, Yu-Lun; Tsai, Wei-Che - In: Journal of empirical finance 43 (2017), pp. 59-73

Persistent link: https://www.econbiz.de/10011817906