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Journal of financial economics
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ECONIS (ZBW)
71
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1
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
2
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
3
Learning, slowly unfolding disasters, and asset prices
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 527-549
Persistent link: https://www.econbiz.de/10013350670
Saved in:
4
Ambiguity about volatility and investor behavior
Kostopoulos, Dimitrios
;
Meyer, Steffen
;
Uhr, Charline
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 277-296
Persistent link: https://www.econbiz.de/10013473738
Saved in:
5
Signaling safety
Michaely, Roni
;
Rossi, Stefano
;
Weber, Michael
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 405-427
Persistent link: https://www.econbiz.de/10012693671
Saved in:
6
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
7
Volatility, intermediaries, and exchange rates
Fang, Xiang
;
Liu, Yang
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 217-233
Persistent link: https://www.econbiz.de/10012872624
Saved in:
8
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
9
Dynamic resource allocation with hidden volatility
Feng, Felix Zhiyu
;
Westerfield, Mark M.
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 560-581
Persistent link: https://www.econbiz.de/10012650613
Saved in:
10
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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11
Entangled risks in incomplete FX markets
Maurer, Thomas
;
Tran, Ngoc-Khanh
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
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12
Information shocks, disagreement, and drift
Armstrong, Will J.
;
Cardella, Laura
;
Sabah, Nasim
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 916-940
Persistent link: https://www.econbiz.de/10013259609
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13
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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14
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
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15
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
16
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
17
International R&D spillovers and asset prices
Gavazzoni, Federico
;
Santacreu, Ana Maria
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 330-354
Persistent link: https://www.econbiz.de/10012545550
Saved in:
18
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
19
Financial intermediation and capital reallocation
Ai, Hengjie
;
Li, Kai
;
Yang, Fang
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 663-686
Persistent link: https://www.econbiz.de/10012653125
Saved in:
20
Should long-term investors time volatility?
Moreira, Alan
;
Muir, Tyler
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 507-527
Persistent link: https://www.econbiz.de/10012133012
Saved in:
21
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
22
One fundamental and two taxes : when does a Tobin tax reduce financial price volatility?
Deng, Yongheng
;
Liu, Xin
;
Wei, Shang-jin
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 663-692
Persistent link: https://www.econbiz.de/10012051363
Saved in:
23
Asset pricing with beliefs-dependent risk aversion and learning
Berrada, Tony
;
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 504-534
Persistent link: https://www.econbiz.de/10011981179
Saved in:
24
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
25
Belief-free price formation
Hörner, Johannes
;
Lovo, Stefano M.
;
Tomala, Tristan
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 342-365
Persistent link: https://www.econbiz.de/10011968877
Saved in:
26
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
27
Absolving beta of volatility's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
Saved in:
28
Tradability of output, business cycles and asset prices
Tian, Mary
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10011969111
Saved in:
29
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
30
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
31
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
32
An extrapolative model of house price dynamics
Glaeser, Edward L.
;
Nathanson, Charles G.
- In:
Journal of financial economics
126
(
2017
)
1
,
pp. 147-170
Persistent link: https://www.econbiz.de/10011751876
Saved in:
33
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
34
The cross-sectional variation of volatility risk premia
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011589865
Saved in:
35
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
36
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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37
Market conditions, fragility, and the economics of market making
Anand, Amber
;
Venkataraman, Kumar
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 327-349
Persistent link: https://www.econbiz.de/10011590773
Saved in:
38
Good and bad uncertainty : macroeconomic and financial market implications
Segal, Gill
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 369-397
Persistent link: https://www.econbiz.de/10011480267
Saved in:
39
Signal or noise? : uncertainty and learning about whether other traders are informed
Banerjee, Snehal
;
Green, Brett
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 398-423
Persistent link: https://www.econbiz.de/10011480269
Saved in:
40
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
41
X-CAPM : an extrapolative capital asset pricing model
Barberis, Nicholas
;
Greenwood, Robin
;
Jin, Lawrence
; …
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011327273
Saved in:
42
Asset pricing with arbitrage activity
Hugonnier, Julien
;
Prieto, Rodolfo
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10011347464
Saved in:
43
High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.
;
Wahal, Sunil
;
Xiang, Jin
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011348502
Saved in:
44
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Saved in:
45
Uncertainty, market structure, and liquidity
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 476-499
Persistent link: https://www.econbiz.de/10010495807
Saved in:
46
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
Saved in:
47
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
48
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
49
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
50
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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