Similar Search Results

Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225

Persistent link: https://www.econbiz.de/10011968803

Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011502408

Sasaki, Yuya - In: Journal of econometrics 188 (2015) 1, pp. 236-249

Persistent link: https://www.econbiz.de/10011500335

Lettau, Martin; Pelger, Markus - In: Journal of econometrics 218 (2020) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012482858

Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 216 (2020) 2, pp. 450-493

Persistent link: https://www.econbiz.de/10012439750

Jensen, Mads Vestergaard; Pedersen, Lasse Heje - In: Journal of financial economics 121 (2016) 2, pp. 278-299

Persistent link: https://www.econbiz.de/10011590728

Pelger, Markus - In: Journal of econometrics 208 (2019) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10012139775

Jensen, Christian Skov; Lando, David; Pedersen, Lasse Heje - In: Journal of financial economics 133 (2019) 1, pp. 154-174

Persistent link: https://www.econbiz.de/10012164075

Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223

Persistent link: https://www.econbiz.de/10011705251

Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - In: Journal of financial economics 135 (2020) 3, pp. 629-652

Persistent link: https://www.econbiz.de/10012543201