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Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061

Persistent link: https://www.econbiz.de/10010400627

Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 272-280

Persistent link: https://www.econbiz.de/10010506781

Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997

Persistent link: https://www.econbiz.de/10000645107

Andersen, Erling D.; Damgaard, Anders - 1997

Persistent link: https://www.econbiz.de/10000960751

Gerhold, Stefan; Guasoni, Paolo; Muhle-Karbe, Johannes; … - In: Finance and stochastics 18 (2014) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10010235459

Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100

Persistent link: https://www.econbiz.de/10011543798

Kalotychou, Elena; Staikouras, Sotiris K.; Zhao, Gang - In: Journal of banking & finance 48 (2014), pp. 1-12

Persistent link: https://www.econbiz.de/10010506948

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

Damgaard, Anders - In: Journal of economic dynamics & control 27 (2003) 4, pp. 667-700

Persistent link: https://www.econbiz.de/10001712762

Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999

Persistent link: https://www.econbiz.de/10001408440