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Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://www.econbiz.de/10010437266

Huh, Sahn-Wook; Lin, Hao; Mello, António S. - In: Journal of financial markets 23 (2015), pp. 26-58

Persistent link: https://www.econbiz.de/10011377487

Chang, Sanders S.; Wang, F. Albert - In: Journal of empirical finance 33 (2015), pp. 19-33

Persistent link: https://www.econbiz.de/10011556834

Takayama, Shino - In: Journal of economic dynamics & control 125 (2021), pp. 1-34

Persistent link: https://www.econbiz.de/10012666959

Lim, Lucy - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 763-791

Persistent link: https://www.econbiz.de/10011595487

Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250

Persistent link: https://www.econbiz.de/10012003551

Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003760003

Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153

Persistent link: https://www.econbiz.de/10011574367

Kratz, Peter; Schöneborn, Torsten - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 177-210

Persistent link: https://www.econbiz.de/10011969158

Bayona, Anna; Dumitrescu, Ariadna; Manzano Tovar, Carolina - In: Economic modelling 126 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014462407