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Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305

Persistent link: https://www.econbiz.de/10003839329

Naik, Vasanttilak - In: The review of financial studies 7 (1994) 4, pp. 781-801

Persistent link: https://www.econbiz.de/10001174797

Bolton, Patrick; Santos, Tano; Scheinkman, José Alexandre - In: The review of financial studies 34 (2021) 3, pp. 1408-1444

Persistent link: https://www.econbiz.de/10012434847

Lo, Andrew W. - In: The review of financial studies 3 (1990) 2, pp. 175-205

Persistent link: https://www.econbiz.de/10001105905

Başak, Suleyman - In: The review of financial studies 8 (1995) 4, pp. 1059-1090

Persistent link: https://www.econbiz.de/10001198363

Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242

Persistent link: https://www.econbiz.de/10012102423

Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282

Persistent link: https://www.econbiz.de/10012102446

Belo, Frederico; Lin, Xiaoji; Fan, Yang - In: The review of financial studies 32 (2019) 9, pp. 3500-3543

Persistent link: https://www.econbiz.de/10012108122

Bernardi, Mauro; Catania, Leopoldo - In: Journal of empirical finance 48 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012109219

Golosnoy, Vasyl; Gribisch, Bastian; Seifert, Miriam - In: Journal of empirical finance 53 (2019), pp. 222-237

Persistent link: https://www.econbiz.de/10012171651