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Liang, Shuo; Moreira, Fernando; Lee, Joosung - In: Economics letters 193 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012509107

Duchin, Ran; Sosyura, Denis - In: Journal of financial economics 113 (2014) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010421835

Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120

Persistent link: https://www.econbiz.de/10011347950

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

Chang, Bo Young; Christoffersen, Peter F.; Jakobs, Kris - In: Journal of financial economics 107 (2013) 1, pp. 46-68

Persistent link: https://www.econbiz.de/10009715175

Chabakauri, Georgy; Ryčkov, Oleg - In: Journal of financial economics 141 (2021) 1, pp. 195-216

Persistent link: https://www.econbiz.de/10012872622

Gonçalves, Andrei S. - In: Journal of financial economics 141 (2021) 3, pp. 919-945

Persistent link: https://www.econbiz.de/10012873075

Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607236

Gospodinov, Nikolaj; Robotti, Cesare - In: Journal of financial economics 140 (2021) 1, pp. 292-324

Persistent link: https://www.econbiz.de/10013188701

Barahona, Ricardo; Driessen, Joost; Frehen, Rik - In: Journal of financial economics 139 (2021) 2, pp. 522-544

Persistent link: https://www.econbiz.de/10012693684