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Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71

Persistent link: https://www.econbiz.de/10001690102

Farago, Adam; Tédongap, Roméo - In: Journal of financial economics 129 (2018) 1, pp. 69-86

Persistent link: https://www.econbiz.de/10011981218

Byun, Suk Joon; Kim, Da-Hea - In: Journal of financial economics 122 (2016) 1, pp. 155-174

Persistent link: https://www.econbiz.de/10011590896

Jondeau, Eric; Zhang, Qunzi; Zhu, Xiaoneng - In: Journal of financial economics 134 (2019) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10012166774

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Chang, Bo Young; Christoffersen, Peter F.; Jakobs, Kris - In: Journal of financial economics 107 (2013) 1, pp. 46-68

Persistent link: https://www.econbiz.de/10009715175

Bessembinder, Hendrik; Zhang, Feng - In: Journal of financial economics 109 (2013) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10009764315

Yan, Jingda; Yu, Jialin - In: Journal of financial economics 150 (2023) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10014462602

Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767

Persistent link: https://www.econbiz.de/10013259593

Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724

Persistent link: https://www.econbiz.de/10013475434