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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

Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507

Persistent link: https://www.econbiz.de/10011930502

Christoffersen, Peter F.; Langlois, Hugues - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1371-1404

Persistent link: https://www.econbiz.de/10010343643

Bailey, Warren; Lai, Huiwen - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2732-2763

Persistent link: https://www.econbiz.de/10012384772

Goyenko, Ruslan Y.; Ukhov, Andrey D. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 189-212

Persistent link: https://www.econbiz.de/10003854599

Farago, Adam; Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 629-665

Persistent link: https://www.econbiz.de/10012138924

Grossman, Richard S.; Shore, Stephen H. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 271-294

Persistent link: https://www.econbiz.de/10003331874

Fahlenbrach, Rüdiger - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 439-466

Persistent link: https://www.econbiz.de/10003865572

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1125-1147

Persistent link: https://www.econbiz.de/10003938874

Asem, Ebenezer; Tian, Gloria Y. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1549-1562

Persistent link: https://www.econbiz.de/10008909154