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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

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

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

Dyhrberg, Anne Haubo; Foley, Sean; Svec, Jiri - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2387-2416

Persistent link: https://www.econbiz.de/10014365197

Lee, Yi-tsung; Liu, Yu-jane; Roll, Richard; … - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 327-341

Persistent link: https://www.econbiz.de/10002103632

Baldauf, Markus; Mollner, Joshua - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 93-121

Persistent link: https://www.econbiz.de/10012437372

Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1375-1402

Persistent link: https://www.econbiz.de/10011927918

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

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

Harford, Jarrad; Kaul, Aditya - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 29-55

Persistent link: https://www.econbiz.de/10002698986

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

Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 365-384

Persistent link: https://www.econbiz.de/10002103694