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

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

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

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

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

Jeanneret, Alexandre - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 963-985

Persistent link: https://www.econbiz.de/10011431123

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

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

Jeanneret, Alexandre - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 305-339

Persistent link: https://www.econbiz.de/10011667736

Goyenko, Ruslan; Sarkissian, Sergei - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1227-1253

Persistent link: https://www.econbiz.de/10011338941

Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 107-134

Persistent link: https://www.econbiz.de/10003984445

Cejnek, Georg; Randl, Otto - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 4, pp. 1199-1242

Persistent link: https://www.econbiz.de/10012244219

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