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Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68

Persistent link: https://www.econbiz.de/10011589703

Muravyev, Dmitriy; Pearson, Neil D.; Broussard, John Paul - In: Journal of financial economics 107 (2013) 2, pp. 259-283

Persistent link: https://www.econbiz.de/10009719741

Christensen, Kimberly; Oomen, Roel C. A.; Podolskij, Mark - In: Journal of financial economics 114 (2014) 3, pp. 576-599

Persistent link: https://www.econbiz.de/10010532687

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

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

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

Hörner, Johannes; Lovo, Stefano M.; Tomala, Tristan - In: Journal of financial economics 127 (2018) 2, pp. 342-365

Persistent link: https://www.econbiz.de/10011968877

Coughenour, Jay F.; Saad, Mohsen M. - In: Journal of financial economics 73 (2004) 1, pp. 37-69

Persistent link: https://www.econbiz.de/10002128544

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

Ranaldo, Angelo; Somogyi, Fabricius - In: Journal of financial economics 140 (2021) 2, pp. 391-411

Persistent link: https://www.econbiz.de/10012650449

Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane J. - In: Journal of financial economics 132 (2019) 3, pp. 22-49

Persistent link: https://www.econbiz.de/10012163963