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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

Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238

Persistent link: https://www.econbiz.de/10001224463

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

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

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

Hauser, Shmuel; Lauterbach, Beni - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 575-589

Persistent link: https://www.econbiz.de/10001794043

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

Boehme, Rodney D.; Danielsen, Bartley R.; Sorescu, Sorin M. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 455-488

Persistent link: https://www.econbiz.de/10003331906

Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 553-576

Persistent link: https://www.econbiz.de/10001540813

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

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

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