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Hodder, James E.; Jackwerth, Jens Carsten - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 811-826

Persistent link: https://www.econbiz.de/10003586780

Andreou, Panayiotis C.; Cooper, Ilan; Olalla Lopez, … - In: Journal of empirical finance 49 (2018), pp. 142-156

Persistent link: https://www.econbiz.de/10012117732

Dudley, Evan; Nimalendran, Mahendrarajah - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1227-1257

Persistent link: https://www.econbiz.de/10009424127

Cici, Gjergji; Kempf, Alexander; Puetz, Alexander - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 1013-1037

Persistent link: https://www.econbiz.de/10011610275

Siegmann, Adriaan Hendrik; Stefanov, Denitsa - In: Journal of empirical finance 44 (2017), pp. 286-303

Persistent link: https://www.econbiz.de/10011818033

Bali, Turan G.; Demirtas, K. Ozgur; Tehranian, Hassan - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 657-684

Persistent link: https://www.econbiz.de/10003757790

Rodríguez, Ricardo J. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 111-117

Persistent link: https://www.econbiz.de/10001047141

Bulkley, George; Nawosah, Vivekanand - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 777-794

Persistent link: https://www.econbiz.de/10003901176

Verardo, Michela - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 795-822

Persistent link: https://www.econbiz.de/10003901177

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-909

Persistent link: https://www.econbiz.de/10003901202