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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

Ezzell, John R.; Miles, James A.; Mulherin, John Harold - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 611-634

Persistent link: https://www.econbiz.de/10001794046

Carr, Peter; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2119-2156

Persistent link: https://www.econbiz.de/10011928991

Savickas, Robert; Wilson, Arthur J. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 881-902

Persistent link: https://www.econbiz.de/10001859328

Boyle, Phelim P.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 241-264

Persistent link: https://www.econbiz.de/10001436318

Figlewski, Stephen - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1023-1057

Persistent link: https://www.econbiz.de/10013187327

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

Hentschel, Ludger - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 779-810

Persistent link: https://www.econbiz.de/10001859254

Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 305-326

Persistent link: https://www.econbiz.de/10002103608

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

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