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Liang, Shuo; Moreira, Fernando; Lee, Joosung - In: Economics letters 193 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012509107

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

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

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

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

Chabi-yo, Fousseni - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 624-640

Persistent link: https://www.econbiz.de/10009525254

Cvitanić, Jakša; Malamud, Semyon - In: Journal of financial economics 100 (2011) 1, pp. 201-225

Persistent link: https://www.econbiz.de/10009241218

Yu, Jialin - In: Journal of financial economics 99 (2011) 1, pp. 162-183

Persistent link: https://www.econbiz.de/10009241433

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

Persistent link: https://www.econbiz.de/10009242335