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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Daigler, Robert T.
31
Chen, Zhiyao
10
Dupoyet, Brice
10
You, Leyuan
5
Mishra, Suchismita
3
Parhizgari, Ali M.
3
Prakash, Arun J.
3
Strebulaev, Ilya A.
3
Chang, Chun-hao
2
Cho, Jang Hyung
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Hibbert, Ann Marie
2
Jiang, Xiaoquan
2
Mishra, Suchi
2
Padungsaksawasdi, Chaiyuth
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Patterson, Fernando M.
2
Wiley, Marilyn K.
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1
Badshah, Ihsan Ullah
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Mahmudi, Hamed
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March-Dallas, Samique
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Oztekin, A. Senol
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Parker, Jack W.
1
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1
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The journal of futures markets
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied economics
2
Applied financial economics
2
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2
Journal of economics and finance
2
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2
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1
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1
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1
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1
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1
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1
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1
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association
1
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The review of corporate finance studies : RCFS
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ECONIS (ZBW)
45
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1
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
2
An examination of the complementary volume-volatility information theories
Chen, Zhiyao
;
Daigler, Robert T.
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
Saved in:
3
Persistence of volatility in futures markets
Chen, Zhiyao
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
Saved in:
4
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie
;
Daigler, Robert T.
;
Dupoyet, Brice
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
Saved in:
5
Spicing up a portfolio with commodity futures : still a good recipe?
Daigler, Robert T.
;
Dupoyet, Brice
;
You, Leyuan
- In:
The journal of alternative investments
19
(
2017
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10011673671
Saved in:
6
The implied convexity of VIX futures
Daigler, Robert T.
;
Dupoyet, Brice
;
Patterson, Fernando M.
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 73-90
Persistent link: https://www.econbiz.de/10011687233
Saved in:
7
Information content of cross-sectional option prices : a comparison of alternative currency option pricing models on the Japanese yen
Dupoyet, Brice
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003303867
Saved in:
8
Strategic risk shifting and the idiosyncratic volatility puzzle : an empirical investigation
Chen, Zhiyao
;
Strebulaev, Ilya A.
;
Xing, Yuhang
;
Zhang, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 2751-2772
Persistent link: https://www.econbiz.de/10012550013
Saved in:
9
Is the size premium really driven by firm size?
Chen, Zhiyao
;
Li, Jun
;
Wang, Huijun
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 127-143
Persistent link: https://www.econbiz.de/10012613206
Saved in:
10
Macroeconomic risk and idiosyncratic risk-taking
Chen, Zhiyao
;
Strebulaev, Ilya A.
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 1148-1187
Persistent link: https://www.econbiz.de/10012033536
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