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Durham, Garland B. - In: Journal of financial economics 70 (2003) 3, pp. 463-487

Persistent link: https://www.econbiz.de/10001837787

Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210

Persistent link: https://www.econbiz.de/10001636757

Avdis, Efstathios; Wachter, Jessica - In: Journal of financial economics 125 (2017) 3, pp. 589-609

Persistent link: https://www.econbiz.de/10011751863

Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167

Persistent link: https://www.econbiz.de/10011480389

Jackwerth, Jens Carsten; Menner, Marco - In: Journal of financial economics 137 (2020) 3, pp. 723-739

Persistent link: https://www.econbiz.de/10012588349

Maheu, John M.; McCurdy, Thomas H.; Zhao, Xiaofei - In: Journal of financial economics 110 (2013) 2, pp. 457-477

Persistent link: https://www.econbiz.de/10010208659

Langlois, Hugues - In: Journal of financial economics 135 (2020) 2, pp. 399-424

Persistent link: https://www.econbiz.de/10012543092

Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194

Persistent link: https://www.econbiz.de/10003979139

Asparouhova, Elena; Bessembinder, Hendrik; Kalcheva, Ivalina - In: Journal of financial economics 96 (2010) 2, pp. 215-237

Persistent link: https://www.econbiz.de/10003979145

Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10009666667