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Chrétien, Stéphane; Kammoun, Manel - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1577-1604

Persistent link: https://www.econbiz.de/10011928398

Hodder, James E.; Jackwerth, Jens Carsten - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 811-826

Persistent link: https://www.econbiz.de/10003586780

Del Guercio, Diane; Tkac, Paula A. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 523-557

Persistent link: https://www.econbiz.de/10001724549

Dumitrescu, Ariadna; Gil-Bazo, Javier - In: Economics letters 148 (2016), pp. 17-22

Persistent link: https://www.econbiz.de/10011619761

Amin, Gaurav S.; Kat, Harry M. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 251-274

Persistent link: https://www.econbiz.de/10001766850

Fung, William; Hsieh, David A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 291-307

Persistent link: https://www.econbiz.de/10001522458

Agarwal, Vikas; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 327-342

Persistent link: https://www.econbiz.de/10001522462

Pedersen, Christian S.; Satchell, Stephen - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 425-450

Persistent link: https://www.econbiz.de/10001522468

Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558

Persistent link: https://www.econbiz.de/10012128051

Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: Economics letters 181 (2019), pp. 203-207

Persistent link: https://www.econbiz.de/10012121794