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Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 927-961

Persistent link: https://www.econbiz.de/10011743860

Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10003854340

Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 527-551

Persistent link: https://www.econbiz.de/10009153191

Strahan, Philip E.; Tanyeri, Başak - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 119-144

Persistent link: https://www.econbiz.de/10011348004

Choi, Woon Gyu; Kim, Yungsan - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 897-925

Persistent link: https://www.econbiz.de/10003242828

Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001217163

Garlappi, Lorenzo; Song, Zhongzhi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2665-2699

Persistent link: https://www.econbiz.de/10012384770

Kamara, Avraham; Korajczyk, Robert A.; Lou, Xiaoxia; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1769-1793

Persistent link: https://www.econbiz.de/10011654674

Kumar, Anil; Vergara-Alert, Carles - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 263-289

Persistent link: https://www.econbiz.de/10012195567

Cao, Jie; Han, Bing; Wang, Qinghai - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 465-489

Persistent link: https://www.econbiz.de/10011742051