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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
USA
1,689
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McMillan, David G.
9
Andersen, Torben
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Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
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Asai, Manabu
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Bollerslev, Tim
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Ap Gwilym, Owain
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Bali, Turan G.
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Benzoni, Luca
2
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2
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2
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2
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2
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2
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2
Lin, Ching-chung
2
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2
Menkhoff, Lukas
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Applied financial economics
The journal of finance : the journal of the American Finance Association
Energy economics
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Finance research letters
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International review of financial analysis
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Journal of banking & finance
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International review of economics & finance : IREF
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of econometrics
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Journal of empirical finance
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Applied economics letters
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Research in international business and finance
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Economics letters
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Journal of financial economics
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Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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International journal of forecasting
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International journal of finance & economics : IJFE
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The review of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Global finance journal
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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ECONIS (ZBW)
381
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1
Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
Saved in:
2
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
3
Liquidity fluctuations in over-the-counter markets
Maurin, Vincent
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1325-1369
Persistent link: https://www.econbiz.de/10013190500
Saved in:
4
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
5
Volatility expectations and returns
Lochstoer, Lars A.
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10013190478
Saved in:
6
Do cash flows of growth stocks really grow faster?
Chen, Huafeng Jason
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2279-2330
Persistent link: https://www.econbiz.de/10011764447
Saved in:
7
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
8
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
9
Volatility-managed portfolios
Moreira, Alan
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
Saved in:
10
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
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