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Ederington, Louis H.; Guan, Wei - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1055-1076

Persistent link: https://www.econbiz.de/10008758045

Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544

Persistent link: https://www.econbiz.de/10010343638

Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154

Persistent link: https://www.econbiz.de/10003854572

Harvey, Campbell R.; Siddique, Akhtar R. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 465-487

Persistent link: https://www.econbiz.de/10001436379

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

Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533

Persistent link: https://www.econbiz.de/10003990715

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2305-2326

Persistent link: https://www.econbiz.de/10011929006

Hong, Claire Yurong; Li, Weikai - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1499-1538

Persistent link: https://www.econbiz.de/10012139932

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

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