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Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238

Persistent link: https://www.econbiz.de/10001224463

Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 613-641

Persistent link: https://www.econbiz.de/10011929491

Christoffersen, Peter F.; Lunde, Asger; Olesen, Kasper V. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1083-1115

Persistent link: https://www.econbiz.de/10012139386

Dyhrberg, Anne Haubo; Foley, Sean; Svec, Jiri - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2387-2416

Persistent link: https://www.econbiz.de/10014365197

Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1375-1402

Persistent link: https://www.econbiz.de/10011927918

Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819

Persistent link: https://www.econbiz.de/10012139954

Chow, Ying-foon; Liu, Ming - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 341-367

Persistent link: https://www.econbiz.de/10001453436

Bremer, Marc - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10001230900

George, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10001217169

Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001661614