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Santos, Tano; Veronesi, Pietro - In: Journal of financial economics 98 (2010) 2, pp. 385-413

Persistent link: https://www.econbiz.de/10008826323

Liu, Xiaotong; Mo, Yan - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014584545

Li, Kai; Xu, Chenjie - In: Journal of financial economics 157 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015072447

Li, Ming-yuan Leon - In: Finance research letters 6 (2009) 4, pp. 210-218

Persistent link: https://www.econbiz.de/10003934164

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

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

Hong, Harrison G.; Kostovetsky, Leonard - In: Journal of financial economics 103 (2012) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10009492488

Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619

Persistent link: https://www.econbiz.de/10010532685

Eraker, Bjørn; Ready, Mark J. - In: Journal of financial economics 115 (2015) 3, pp. 486-504

Persistent link: https://www.econbiz.de/10011347448

Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120

Persistent link: https://www.econbiz.de/10011347950

Spiegel, Matthew; Zhang, Hong - In: Journal of financial economics 108 (2013) 2, pp. 506-528

Persistent link: https://www.econbiz.de/10009749327