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Ang, Andrew; Gorovyy, Sergiy; VanInwegen, Gregory B. - In: Journal of financial economics 102 (2011) 1, pp. 102-126

Persistent link: https://www.econbiz.de/10009308285

Bond, Philip; Leitner, Yaron - In: Journal of financial economics 115 (2015) 1, pp. 155-167

Persistent link: https://www.econbiz.de/10011327246

Aït-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - In: Journal of financial economics 109 (2013) 1, pp. 224-249

Persistent link: https://www.econbiz.de/10009765821

Kapadia, Nikunj; Pu, Xiaoling - In: Journal of financial economics 105 (2012) 3, pp. 565-580

Persistent link: https://www.econbiz.de/10009666810

Schwert, George William - In: Journal of financial economics 140 (2021) 3, pp. 1008-1046

Persistent link: https://www.econbiz.de/10013259614

Thompson, Samuel B. - In: Journal of financial economics 99 (2011) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10009241579

Lewis, Craig M.; Tan, Yongxian - In: Journal of financial economics 119 (2016) 3, pp. 599-610

Persistent link: https://www.econbiz.de/10011589959

Desai, Mihir A.; Foley, C. Fritz; Hines, James R. - In: Journal of financial economics 88 (2008) 3, pp. 534-553

Persistent link: https://www.econbiz.de/10003777149

Tserlukevich, Yuri - In: Journal of financial economics 89 (2008) 2, pp. 232-252

Persistent link: https://www.econbiz.de/10003777224

Tsyplakov, Sergey - In: Journal of financial economics 89 (2008) 3, pp. 423-443

Persistent link: https://www.econbiz.de/10003777828