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Spalt, Oliver - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1085-1118

Persistent link: https://www.econbiz.de/10010255215

Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539

Persistent link: https://www.econbiz.de/10001219191

Li, Delong; Sun, Yiguo - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 1, pp. 307-338

Persistent link: https://www.econbiz.de/10014486462

Scruggs, John T.; Glabadanidis, Paskalis - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 295-316

Persistent link: https://www.econbiz.de/10001766856

Barroso, Pedro; Edelen, Roger M.; Karehnke, Paul - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 4, pp. 1313-1342

Persistent link: https://www.econbiz.de/10013270306

Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 137-170

Persistent link: https://www.econbiz.de/10011929414

Massa, Massimo; Zhang, Lei - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1963-1996

Persistent link: https://www.econbiz.de/10015055439

Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406

Persistent link: https://www.econbiz.de/10003331899

Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10003854340

Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154

Persistent link: https://www.econbiz.de/10003854572