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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

Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204

Persistent link: https://www.econbiz.de/10001224466

Han, Yufeng; Hu, Ting; Lesmond, David A. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1269-1292

Persistent link: https://www.econbiz.de/10011479098

Suominen, Matti - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 545-565

Persistent link: https://www.econbiz.de/10001651575

Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 613-641

Persistent link: https://www.econbiz.de/10011929491

Bollerslev, Tim; Li, Sophia Zhengzi; Zhao, Bingzhi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 751-781

Persistent link: https://www.econbiz.de/10012195617

Chen, Changling; Huang, Alan Guoming; Jha, Ranjini - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 873-899

Persistent link: https://www.econbiz.de/10009672396

Barinov, Alexander - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1877-1900

Persistent link: https://www.econbiz.de/10010388244

Marquering, Wessel A.; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407-429

Persistent link: https://www.econbiz.de/10002103735

Bremer, Marc - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10001230900