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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

Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573

Persistent link: https://www.econbiz.de/10001169079

Nimalendran, Mahendrarajah - In: The review of financial studies 7 (1994) 3, pp. 451-473

Persistent link: https://www.econbiz.de/10001169085

Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059

Persistent link: https://www.econbiz.de/10001212394

Jokivuolle, Esa - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 455-464

Persistent link: https://www.econbiz.de/10001217159

Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204

Persistent link: https://www.econbiz.de/10001224466

Joerding, Wayne H. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 253-267

Persistent link: https://www.econbiz.de/10001056076

Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630

Persistent link: https://www.econbiz.de/10001227982

Connolly, Robert A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 133-169

Persistent link: https://www.econbiz.de/10001067243

Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 291-306

Persistent link: https://www.econbiz.de/10001096425