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Dimson, Elroy; Rousseau, Peter L.; Spaenjers, Christophe - In: Journal of financial economics 118 (2015) 2, pp. 431-449

Persistent link: https://www.econbiz.de/10011480525

Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141

Persistent link: https://www.econbiz.de/10003340669

Calvet, Laurent E.; Fisher, Adlai - In: Journal of financial economics 86 (2007) 1, pp. 178-212

Persistent link: https://www.econbiz.de/10003546307

Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250

Persistent link: https://www.econbiz.de/10009621174

Filipova, Kameliya; Audrino, Francesco; De Giorgi, Enrico - In: Journal of financial economics 113 (2014) 3, pp. 427-454

Persistent link: https://www.econbiz.de/10010495817

Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 142 (2021) 3, pp. 1017-1037

Persistent link: https://www.econbiz.de/10012873314

Neuhierl, Andreas; Varneskov, Rasmus Tangsgaard - In: Journal of financial economics 140 (2021) 2, pp. 644-675

Persistent link: https://www.econbiz.de/10012650626

Bandi, Federico M.; Chaudhuri, Shomesh E.; Lo, Andrew W.; … - In: Journal of financial economics 142 (2021) 1, pp. 214-238

Persistent link: https://www.econbiz.de/10012650703

Boons, Martijn - In: Journal of financial economics 119 (2016) 3, pp. 489-511

Persistent link: https://www.econbiz.de/10011589914

Christensen, Bent Jesper; Wel, Michel van der - In: Journal of financial economics 134 (2019) 1, pp. 165-191

Persistent link: https://www.econbiz.de/10012166772