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Cappiello, Lorenzo; Kadareja, Arjan; Manganelli, Simone - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 473-502

Persistent link: https://www.econbiz.de/10003990709

Chen, Yong; Liang, Bing - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 827-856

Persistent link: https://www.econbiz.de/10003586786

Kavajecz, Kenneth A.; Keim, Donald B. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 465-492

Persistent link: https://www.econbiz.de/10003160271

Sarig, Oded H. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 367-378

Persistent link: https://www.econbiz.de/10001074007

Fabozzi, Frank J. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 4, pp. 427-436

Persistent link: https://www.econbiz.de/10001019450

Kurov, Alexander; Sancetta, Alessio; Strasser, Georg; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 449-479

Persistent link: https://www.econbiz.de/10012128928

Chun, Olfa Maalaoui; Dionne, Georges; François, Pascal - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1339-1364

Persistent link: https://www.econbiz.de/10011338936

Du, Brian; Palia, Darius - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 815-835

Persistent link: https://www.econbiz.de/10011929527

Davidson, Robert H.; Pirinsky, Christo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 967-991

Persistent link: https://www.econbiz.de/10012138989

De Marco, Filippo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 155-182

Persistent link: https://www.econbiz.de/10012128898