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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatility"
~subject:"Welt"
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Volatility
Welt
Börsenkurs
1,188
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300
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Chang, Eric Chieh
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Journal of banking & finance
The journal of finance : the journal of the American Finance Association
Finance research letters
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International review of financial analysis
165
NBER working paper series
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Energy economics
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128
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ECONIS (ZBW)
192
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192
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1
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:
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
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
4
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:
5
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
Saved in:
6
Dimensions of national culture and R2 around the world
Fetherolf, Raylin
;
Lovelace, Kelley Bergsma
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491909
Saved in:
7
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:
8
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
9
Enhanced momentum strategies
Hanauer, Matthias
;
Windmüller, Steffen
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
Saved in:
10
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
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