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isPartOf:"The review of financial studies"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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The review of financial studies
Finance research letters
201
International review of financial analysis
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Energy economics
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Research in international business and finance
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
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1
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
2
The twilight zone : OTC regulatory regimes and market quality
Brüggemann, Ulf
;
Kaul, Aditya
;
Leuz, Christian
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 898-942
Persistent link: https://www.econbiz.de/10011925277
Saved in:
3
Learning from history : volatility and financial crises
Daníelsson, Jón
;
Valenzuela, Marcela
;
Zer, Ilknur
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2774-2805
Persistent link: https://www.econbiz.de/10011927189
Saved in:
4
Investor attention and stock market volatility
Andrei, Daniel
;
Hasler, Michael
;
Gao, Pengjie
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 33-72
Persistent link: https://www.econbiz.de/10011289300
Saved in:
5
Measuring equity risk with option-implied correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3113-3140
Persistent link: https://www.econbiz.de/10009630175
Saved in:
6
Jumps and information flow in financial markets
Lee, Suzanne S.
- In:
The review of financial studies
25
(
2012
)
2
,
pp. 439-479
Persistent link: https://www.econbiz.de/10009515809
Saved in:
7
What does equity sector orderflow tell us about the economy?
Beber, Alessandro
;
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The review of financial studies
24
(
2011
)
11
,
pp. 3688-3730
Persistent link: https://www.econbiz.de/10009381415
Saved in:
8
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
9
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
10
An empirical analysis of stock and bond market liquidity
Chordia, Tarun
;
Sarkar, Asani
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 85-129
Persistent link: https://www.econbiz.de/10002646547
Saved in:
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