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Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - In: Journal of financial economics 139 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012650222

Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558

Persistent link: https://www.econbiz.de/10012128051

Jorion, Philippe; Schwarz, Christopher - In: Journal of financial economics 111 (2014) 2, pp. 311-327

Persistent link: https://www.econbiz.de/10010255518

Berzins, Janis; Liu, Crocker H.; Trzcinka, Charles - In: Journal of financial economics 110 (2013) 1, pp. 215-231

Persistent link: https://www.econbiz.de/10010208692

Joenväärä, Juha; Kosowski, Robert L.; Tolonen, Pekka - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1539-1571

Persistent link: https://www.econbiz.de/10012139933

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296

Persistent link: https://www.econbiz.de/10012166855

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2199-2225

Persistent link: https://www.econbiz.de/10011959083

Shive, Sophie; Yun, Hayong - In: Journal of financial economics 107 (2013) 1, pp. 220-237

Persistent link: https://www.econbiz.de/10009715826

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515

Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609

Persistent link: https://www.econbiz.de/10002439293