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Lioui, Abraham; Poncet, Patrice - In: The journal of futures markets 21 (2001) 4, pp. 329-346

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Lioui, Abraham; Poncet, Patrice - In: The journal of futures markets 20 (2000) 6, pp. 507-523

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

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Frazzinia, Andrea; Pedersen, Lasse Heje - In: Journal of financial economics 111 (2014) 1, pp. 1-25

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Pedersen, Lasse Heje; Fitzgibbons, Shaun; Pomorski, Lukasz - In: Journal of financial economics 142 (2021) 2, pp. 572-597

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Avramov, Doron; Cheng, Si; Lioui, Abraham; Tarelli, Andrea - In: Journal of financial economics 145 (2022) 2,2, pp. 642-664

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