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Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318

Persistent link: https://www.econbiz.de/10009708114

Clark, Ephraim; Kassimatis, Konstantinos - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 251-271

Persistent link: https://www.econbiz.de/10009708118

Broihanne, Marie-Hélène; Merli, Maxime; Roger, Patrick - In: Review of quantitative finance and accounting 47 (2016) 1, pp. 129-157

Persistent link: https://www.econbiz.de/10011595555

Yu, Jing-Rung; Chiou, Wan-jiun Paul; Yang, Jian-Hong - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 467-502

Persistent link: https://www.econbiz.de/10011796645

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

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

Blume, Marshall E. - In: Review of quantitative finance and accounting 35 (2010) 2, pp. 163-178

Persistent link: https://www.econbiz.de/10008990243

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

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