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Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733

Persistent link: https://www.econbiz.de/10010205349

Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389

Persistent link: https://www.econbiz.de/10011572470

Chan, Ka Kei; Lin, Ming-Tsung; Lu, Qinye - In: The journal of futures markets 44 (2024) 7, pp. 1224-1256

Persistent link: https://www.econbiz.de/10014553983

Choi, Jae Yong; Yi, Junesuh; Yoon, Sun-Joong - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012485057

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 131 (2019) 3, pp. 619-642

Persistent link: https://www.econbiz.de/10012133022

Yang, Xiaolou; Hu, Yingyao - In: International review of economics & finance : IREF 92 (2024), pp. 1545-1561

Persistent link: https://www.econbiz.de/10014535119

Lin, Mucai; Hong, Zhiwu; Su, Ge - In: International review of economics & finance : IREF 91 (2024), pp. 597-615

Persistent link: https://www.econbiz.de/10014492241

Yang, Zhaojun; Zhang, Chunhong - In: International review of economics & finance : IREF 37 (2015), pp. 254-273

Persistent link: https://www.econbiz.de/10011542095

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - In: Journal of financial economics 136 (2020) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10012545370