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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

Aït-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - In: Journal of financial economics 109 (2013) 1, pp. 224-249

Persistent link: https://www.econbiz.de/10009765821

Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250

Persistent link: https://www.econbiz.de/10009621174

Allen, Franklin; Babus, Ana; Carletti, Elena - In: Journal of financial economics 104 (2012) 3, pp. 519-534

Persistent link: https://www.econbiz.de/10009622468

Fang, Jieyan; Kempf, Alexander; Gehde-Trapp, Monika - In: Journal of financial economics 111 (2014) 3, pp. 661-674

Persistent link: https://www.econbiz.de/10010375908

Nyborg, Kjell G.; Östberg, Peter - In: Journal of financial economics 112 (2014) 1, pp. 30-52

Persistent link: https://www.econbiz.de/10010375955

Korajczyk, Robert A.; Sadka, Ronnie - In: Journal of financial economics 87 (2008) 1, pp. 45-72

Persistent link: https://www.econbiz.de/10003628872

Aït-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J. A. - In: Journal of financial economics 117 (2015) 3, pp. 585-606

Persistent link: https://www.econbiz.de/10011480318

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515

Nakatani, Tomoaki; Teräsvirta, Timo - In: Finance research letters 5 (2008) 2, pp. 88-95

Persistent link: https://www.econbiz.de/10003751298