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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

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

Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464

Persistent link: https://www.econbiz.de/10001436377

Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001243210

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

Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735

Persistent link: https://www.econbiz.de/10011610100

Johnson, Travis L. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2461-2490

Persistent link: https://www.econbiz.de/10011929346

Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440

Persistent link: https://www.econbiz.de/10011930424

Baltussen, Guido; Bekkum, Sjoerd van; Grient, Bart van der - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1615-1651

Persistent link: https://www.econbiz.de/10011930515

Kapadia, Nishad; Ostdiek, Barbara Bennett; Weston, James P. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1157-1192

Persistent link: https://www.econbiz.de/10012139390