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Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102

Persistent link: https://www.econbiz.de/10001988559

Sapp, Stephen G. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 425-448

Persistent link: https://www.econbiz.de/10001705072

Evans, Martin D. D.; Lyons, Richard K. - In: Journal of political economy 110 (2002) 1, pp. 170-180

Persistent link: https://www.econbiz.de/10001646494

Barlevy, Gadi - In: The American economic review 97 (2007) 4, pp. 1131-1164

Persistent link: https://www.econbiz.de/10003586356

Petrin, Amil - In: Journal of political economy 110 (2002) 4, pp. 705-729

Persistent link: https://www.econbiz.de/10001688148

Adler, Moshe - In: The American economic review 75 (1985) 1, pp. 208-212

Persistent link: https://www.econbiz.de/10001802176

Li, Zhi; Peng, Qiyuan - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2963-2997

Persistent link: https://www.econbiz.de/10012705202

Aktas, Nihat; De Bodt, Eric; Bollaert, Helen; Roll, Richard - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 113-137

Persistent link: https://www.econbiz.de/10011577540

Furman, Jeffrey L.; Stern, Scott - In: The American economic review 101 (2011) 5, pp. 1933-1963

Persistent link: https://www.econbiz.de/10009302127