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Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349

Persistent link: https://www.econbiz.de/10001661695

Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210

Persistent link: https://www.econbiz.de/10001636757

Lindé, Jesper - In: The American economic review 91 (2001) 4, pp. 986-1005

Persistent link: https://www.econbiz.de/10001612505

Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10009666667

Jegadeesh, Narasimhan; Noh, Joonki; Pukthuanthong, Kuntara - In: Journal of financial economics 133 (2019) 2, pp. 273-298

Persistent link: https://www.econbiz.de/10012165400

Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351

Persistent link: https://www.econbiz.de/10013546675

Merz, Monika; Yashiv, Eran - In: The American economic review 97 (2007) 4, pp. 1419-1431

Persistent link: https://www.econbiz.de/10003586409

Lewellen, Jonathan; Nagel, Stefan - In: Journal of financial economics 82 (2006) 2, pp. 289-314

Persistent link: https://www.econbiz.de/10003387865

Lettau, Martin; Maggiori, Matteo; Weber, Michael - In: Journal of financial economics 114 (2014) 2, pp. 107-225

Persistent link: https://www.econbiz.de/10010532263

Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525

Persistent link: https://www.econbiz.de/10011348465