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Hu, Guanglian; Liu, Yuguo - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2385-2411

Persistent link: https://www.econbiz.de/10013367097

Hentschel, Ludger - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 779-810

Persistent link: https://www.econbiz.de/10001859254

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 161-194

Persistent link: https://www.econbiz.de/10002699485

Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539

Persistent link: https://www.econbiz.de/10001217189

Christoffersen, Peter F.; Feunou, Bruno; Jacobs, Kris; … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 663-697

Persistent link: https://www.econbiz.de/10010487742

Vasquez, Aurelio - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2727-2754

Persistent link: https://www.econbiz.de/10011929375

Bali, Turan G.; Murray, Scott - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1145-1171

Persistent link: https://www.econbiz.de/10010255208

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

Collin-Dufresne, Pierre; Fos, Vyacheslav; Muravyev, Dmitry - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 1945-1984

Persistent link: https://www.econbiz.de/10012618498

Dennis, Patrick; Mayhew, Stewart - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 471-493

Persistent link: https://www.econbiz.de/10001705079