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Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001661614

Jondeau, Eric; Zhang, Qunzi; Zhu, Xiaoneng - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1228-1258

Persistent link: https://www.econbiz.de/10012523330

Collin-Dufresne, Pierre; Fos, Vyacheslav; Muravyev, Dmitry - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 1945-1984

Persistent link: https://www.econbiz.de/10012618498

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

Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544

Persistent link: https://www.econbiz.de/10010343638

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

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

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

Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342

Persistent link: https://www.econbiz.de/10011927915

Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737

Persistent link: https://www.econbiz.de/10012618491

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724

Persistent link: https://www.econbiz.de/10010487741