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Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120

Persistent link: https://www.econbiz.de/10011347950

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

Lesmond, David A.; Schill, Michael J.; Zhou, Chunsheng - In: Journal of financial economics 71 (2004) 2, pp. 349-380

Persistent link: https://www.econbiz.de/10001898305

Balduzzi, Pierluigi; Lynch, Anthony W. - In: Journal of financial economics 52 (1999) 1, pp. 47-78

Persistent link: https://www.econbiz.de/10001387776

Collin-Dufresne, Pierre; Daniel, Kent; Sağlam, Mehmet - In: Journal of financial economics 136 (2020) 2, pp. 379-406

Persistent link: https://www.econbiz.de/10012545569

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

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

Sadka, Ronnie - In: Journal of financial economics 80 (2006) 2, pp. 309-349

Persistent link: https://www.econbiz.de/10003324530

Degryse, Hans; Van Achter, Mark; Wuyts, Gunther - In: Journal of financial economics 91 (2009) 3, pp. 319-338

Persistent link: https://www.econbiz.de/10003833631

Goyenko, Ruslan Y.; Holden, Craig W.; Trzcinka, Charles - In: Journal of financial economics 92 (2009) 2, pp. 153-181

Persistent link: https://www.econbiz.de/10003850973

Aragon, George O. - In: Journal of financial economics 83 (2007) 1, pp. 33-58

Persistent link: https://www.econbiz.de/10003410355