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Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737

Persistent link: https://www.econbiz.de/10012618491

Collin-Dufresne, Pierre; Fos, Vyacheslav; Muravyev, Dmitry - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 1945-1984

Persistent link: https://www.econbiz.de/10012618498

Michelfelder, Richard A.; Pilotte, Eugene A. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2641-2664

Persistent link: https://www.econbiz.de/10012384769

Jondeau, Eric; Zhang, Qunzi; Zhu, Xiaoneng - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1228-1258

Persistent link: https://www.econbiz.de/10012523330

Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895

Persistent link: https://www.econbiz.de/10011781305

Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342

Persistent link: https://www.econbiz.de/10011927915

Mertens, Elmar - In: The review of economics and statistics 98 (2016) 5, pp. 950-967

Persistent link: https://www.econbiz.de/10011791712

Baltussen, Guido; Bekkum, Sjoerd van; Grient, Bart van der - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1615-1651

Persistent link: https://www.econbiz.de/10011930515

Chi, Jianxin Daniel; Su, Xunhua - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 111-142

Persistent link: https://www.econbiz.de/10011667709

Cheng, Si; Hameed, Allaudeen; Subrahmanyam, Avanidhar; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 143-173

Persistent link: https://www.econbiz.de/10011667711