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Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: Journal of financial economics 138 (2020) 3, pp. 614-634

Persistent link: https://www.econbiz.de/10012653116

Eun, Cheol S.; Lai, Sandy; Roon, Frans de; Zhang, Zhe - In: Management science : journal of the Institute for … 56 (2010) 9, pp. 1500-1518

Persistent link: https://www.econbiz.de/10008661597

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

Avramov, Doron; Wermers, Russ - In: Journal of financial economics 81 (2006) 2, pp. 339-377

Persistent link: https://www.econbiz.de/10003353930

Ivković, Zoran; Weisbenner, Scott J. - In: Journal of financial economics 92 (2009) 2, pp. 223-237

Persistent link: https://www.econbiz.de/10003850990

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

Brennan, Thomas J.; Lo, Andrew W. - In: Management science : journal of the Institute for … 56 (2010) 6, pp. 905-923

Persistent link: https://www.econbiz.de/10003988517

Jiang, George J.; Yao, Tong; Yu, Tong - In: Journal of financial economics 86 (2007) 3, pp. 724-758

Persistent link: https://www.econbiz.de/10003614531

Başak, Suleyman; Makarov, Dmitry - In: Journal of financial economics 103 (2012) 2, pp. 377-392

Persistent link: https://www.econbiz.de/10009501365