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Huang, Rongbing; Ritter, Jay - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 237-271

Persistent link: https://www.econbiz.de/10003865564

Connor, Gregory; Korajczyk, Robert A.; Uhlaner, Robert T. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 825-842

Persistent link: https://www.econbiz.de/10011431039

Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1037-1056

Persistent link: https://www.econbiz.de/10011431137

Li, Junye; Zinna, Gabriele - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1403-1442

Persistent link: https://www.econbiz.de/10011338934

Dewachter, Hans; Iania, Leonardo - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1893-1916

Persistent link: https://www.econbiz.de/10009623279

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

Hayley, Simon - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 249-269

Persistent link: https://www.econbiz.de/10010408533

Donaldson, R. Glen; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 813-846

Persistent link: https://www.econbiz.de/10008758096

Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 627-656

Persistent link: https://www.econbiz.de/10009385041

DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845

Persistent link: https://www.econbiz.de/10010388250