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Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726

Persistent link: https://www.econbiz.de/10009764346

Shively, Philip A. - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 505-517

Persistent link: https://www.econbiz.de/10001782543

Cochran, Steven J. - In: The quarterly review of economics and finance : journal … 35 (1995) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001178499

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

Persistent link: https://www.econbiz.de/10013259807

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123

Persistent link: https://www.econbiz.de/10014249042

Nasseh, Alireza; Strauss, Jack - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 229-245

Persistent link: https://www.econbiz.de/10001509392

Aharoni, Gil; Grundy, Bruce D.; Zeng, Qi - In: Journal of financial economics 110 (2013) 2, pp. 347-357

Persistent link: https://www.econbiz.de/10010208672

Balvers, Ronald J.; Huang, Dayong - In: Journal of financial economics 86 (2007) 2, pp. 405-445

Persistent link: https://www.econbiz.de/10003569346

Gilbert, Thomas - In: Journal of financial economics 101 (2011) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009242941

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - In: Journal of financial economics 117 (2015) 3, pp. 489-507

Persistent link: https://www.econbiz.de/10011480308