Cluster 1 | Cluster 2 |
---|---|
Israeli et al. [63] | Petajisto [104] |
Dannhauser [38] | Clifford et al. [35] |
Krause et al. [70] | Shin and Soydemir [116] |
Wang and Xu [130] | Blitz and Huij [21] |
Hegde et al. [55] | Aber et al. [1] |
Li and Zhao [83] | Alexander and Barbosa [4] |
DeFusco et al. [39] | Hilliard [58] |
Hasbrouck [54] | Levy and Lieberman [82] |
Ivanov et al. [64] | Charteris et al. [30] |
Schlusche [112] | Shanmugham and Zabiulla [113] |
Cluster 3 | Cluster 4 |
---|---|
Ben-David et al. [16] | Tse [125] |
Ben-David et al. [18] | Bhattacharya et al. [19] |
Broman [23] | Sherrill et al. [115] |
Lettau and Madhavan [80] | Caginalp et al. [26] |
Brown et al. [25] | Hsu et al. [59] |
Ackert and Tian [2] | Fiordelisi [46] |
Broman and Shum [24] | Kwon [74] |
Bhojraj et al. [20] | Pornpikul and Nettayanun [105] |
Investment Company Institute [60] | Long [90] |
Krause et al. [71] | Valadkhani [126] |