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Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 875-897

Persistent link: https://www.econbiz.de/10011610136

Accominotti, Olivier; Cenoz, Jasone; Chambers, David; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2233-2260

Persistent link: https://www.econbiz.de/10012140076

Domowitz, Ian - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 189-216

Persistent link: https://www.econbiz.de/10001246909

Choe, Chong-mu - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 361-382

Persistent link: https://www.econbiz.de/10001251499

Filippou, Ilias; Gozluklu, Arie E.; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2227-2259

Persistent link: https://www.econbiz.de/10011959087

Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 137-170

Persistent link: https://www.econbiz.de/10011929414

Bailey, Warren - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 541-561

Persistent link: https://www.econbiz.de/10001218098

Baron, Matthew; Brogaard, Jonathan; Hagströmer, Björn; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 993-1024

Persistent link: https://www.econbiz.de/10012139381

Villanueva, O. Miguel - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 963-990

Persistent link: https://www.econbiz.de/10003587028

Cao, Jin; Dinger, Valeriya - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 8, pp. 3223-3251

Persistent link: https://www.econbiz.de/10013469980