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On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu - In: Journal of empirical finance 16 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10003839331
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On the relationship between conditional jump intensity and diffusive volatility
Li, Gang; Zhang, Chu - In: Journal of empirical finance 37 (2016), pp. 196-213
Persistent link: https://www.econbiz.de/10011663028
Cover Image
On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu - In: Journal of empirical finance 16 (2009) 2, pp. 306-318
Persistent link: https://www.econbiz.de/10008896126
Cover Image
On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu - In: Journal of empirical finance 16 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10008172657