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Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne - In: Journal of empirical finance 66 (2022), pp. 121-136

Persistent link: https://www.econbiz.de/10013370669

Chen, Jia; Xu, Xin; Yao, Tong - In: Journal of empirical finance 70 (2023), pp. 123-143

Persistent link: https://www.econbiz.de/10014423620

Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107

Persistent link: https://www.econbiz.de/10011620157

Comment, Robert - In: Journal of financial economics 37 (1995) 1, pp. 67-87

Persistent link: https://www.econbiz.de/10001172910

Fulkerson, Jon A.; Riley, Timothy B. - In: Journal of empirical finance 51 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012170398

Tsiakas, Ilias; Li, Jiahan; Zhang, Haibin - In: Journal of empirical finance 58 (2020), pp. 75-95

Persistent link: https://www.econbiz.de/10012430664

Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896

Persistent link: https://www.econbiz.de/10003776398

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: Journal of financial economics 94 (2009) 1, pp. 18-46

Persistent link: https://www.econbiz.de/10003891540

Krishnan, C. N. V.; Petkova, Ralitsa; Ritchken, Peter H. - In: Journal of empirical finance 16 (2009) 2, pp. 353-367

Persistent link: https://www.econbiz.de/10003856774

Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320

Persistent link: https://www.econbiz.de/10009301116