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Li, Pengshi; Xian, Aichuan; Lin, Yan - In: Economic modelling 96 (2021), pp. 326-335

Persistent link: https://www.econbiz.de/10012745422

Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59

Persistent link: https://www.econbiz.de/10011756467

Dezsö, Cristian L.; Ross, David Gaddis - In: Journal of financial economics 106 (2012) 2, pp. 395-410

Persistent link: https://www.econbiz.de/10009666527

Geske, Robert Leonard; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 121 (2016) 2, pp. 231-253

Persistent link: https://www.econbiz.de/10011590712

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

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

Brini, Alessio; Lenz, Jimmie - In: Economic modelling 136 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014549153

Bollerslev, Tim; Todorov, Viktor - In: Journal of financial economics 150 (2023) 3, pp. 1-20

Persistent link: https://www.econbiz.de/10014462640

Kim, Jeong-Hoon; Yoon, Ji-Hun; Lee, Jungwoo; Choi, Sun-Yong - In: Economic modelling 51 (2015), pp. 263-268

Persistent link: https://www.econbiz.de/10011475989

Fullwood, Jonathan; James, Jessica; Marsh, Ian - In: Journal of financial economics 141 (2021) 3, pp. 1262-1284

Persistent link: https://www.econbiz.de/10012873205