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Frazzinia, Andrea; Pedersen, Lasse Heje - In: Journal of financial economics 111 (2014) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010255547

Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411

Persistent link: https://www.econbiz.de/10001545069

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650

Persistent link: https://www.econbiz.de/10009242273

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Journal of financial economics 108 (2013) 1, pp. 139-159

Persistent link: https://www.econbiz.de/10009746528

Brennan, Michael J.; Chordia, Tarun; Subrahmanyan, Avanidhar - In: Journal of financial economics 105 (2012) 3, pp. 523-541

Persistent link: https://www.econbiz.de/10009666811

Korajczyk, Robert A.; Sadka, Ronnie - In: Journal of financial economics 87 (2008) 1, pp. 45-72

Persistent link: https://www.econbiz.de/10003628872

Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279

Persistent link: https://www.econbiz.de/10009501397

Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726

Persistent link: https://www.econbiz.de/10009764346

Favilukis, Jack - In: Journal of financial economics 107 (2013) 3, pp. 740-759

Persistent link: https://www.econbiz.de/10009730582

Novy-Marx, Robert - In: Journal of financial economics 103 (2012) 3, pp. 429-453

Persistent link: https://www.econbiz.de/10009520656