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Calvet, Laurent E.; Fisher, Adlai - In: Journal of financial economics 86 (2007) 1, pp. 178-212

Persistent link: https://www.econbiz.de/10003546307

Boons, Martijn - In: Journal of financial economics 119 (2016) 3, pp. 489-511

Persistent link: https://www.econbiz.de/10011589914

Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349

Persistent link: https://www.econbiz.de/10001661695

Lee, Charles M. C.; So, Eric - In: Journal of financial economics 124 (2017) 2, pp. 331-348

Persistent link: https://www.econbiz.de/10011751448

Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141

Persistent link: https://www.econbiz.de/10003340669

Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250

Persistent link: https://www.econbiz.de/10009621174

Filipova, Kameliya; Audrino, Francesco; De Giorgi, Enrico - In: Journal of financial economics 113 (2014) 3, pp. 427-454

Persistent link: https://www.econbiz.de/10010495817

Neuhierl, Andreas; Varneskov, Rasmus Tangsgaard - In: Journal of financial economics 140 (2021) 2, pp. 644-675

Persistent link: https://www.econbiz.de/10012650626

Christensen, Bent Jesper; Wel, Michel van der - In: Journal of financial economics 134 (2019) 1, pp. 165-191

Persistent link: https://www.econbiz.de/10012166772

Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194

Persistent link: https://www.econbiz.de/10003979139