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Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388

Persistent link: https://www.econbiz.de/10012128029

Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440

Persistent link: https://www.econbiz.de/10011930424

Smajlbegovic, Esad - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1051-1082

Persistent link: https://www.econbiz.de/10012139384

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

Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1389-1414

Persistent link: https://www.econbiz.de/10011479441

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

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

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

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

Kapadia, Nishad; Ostdiek, Barbara Bennett; Weston, James P. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1157-1192

Persistent link: https://www.econbiz.de/10012139390