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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
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Skiadopoulos, George
6
Taylor, Stephen
5
Clements, Adam
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Jiang, George J.
4
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4
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3
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Driessen, Joost
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2
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2
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2
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2
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Computers & operations research : and their applications to problems of world concern ; an international journal
Journal of banking & finance
Energy economics
598
Finance research letters
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International review of financial analysis
398
Applied economics
376
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International review of economics & finance : IREF
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324
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265
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260
Applied economics letters
257
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245
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236
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221
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184
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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International journal of forecasting
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International journal of finance & economics : IJFE
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
377
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377
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1
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
2
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
3
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
4
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
5
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
6
Fund flow-induced volatility and the cost of debt
Cook, Douglas O.
;
Luo, Shikong
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248201
Saved in:
7
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
8
Hot potatoes : underpricing of stocks following extreme negative returns
Caglayan, Mustafa O.
;
Lawrence, Edward
;
Reyes-Peña, …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462378
Saved in:
9
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
10
Information shares for markets with partially overlapping trading hours
Dimpfl, Thomas
;
Schweikert, Karsten
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014491772
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