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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Volatilität
USA
807
United States
806
Theorie
372
Theory
372
Börsenkurs
302
Share price
302
Capital income
244
Kapitaleinkommen
244
Portfolio selection
175
Portfolio-Management
175
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138
Behavioural finance
138
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135
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103
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95
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Article in journal
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
103
Language
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English
Author
All
Jiang, George J.
4
Bali, Turan G.
3
Stivers, Christopher T.
3
Zhang, Xiaoyan
3
Chordia, Tarun
2
Christoffersen, Peter F.
2
Connolly, Robert A.
2
Ederington, Louis H.
2
Feunou, Bruno
2
Guo, Hui
2
Han, Yufeng
2
Hu, Guanglian
2
Jacobs, Kris
2
Lin, Tse-Chun
2
Schlag, Christian
2
Subrahmanyam, Avanidhar
2
Tian, Yisong Sam
2
Weston, James P.
2
Wu, Liuren
2
Xing, Yuhang
2
Yao, Tong
2
Aggarwal, Reena
1
Akbari, Amir
1
Anderson, Bing
1
Anderson, Mike
1
Augustin, Patrick
1
Baele, Lieven
1
Bailey, Warren
1
Bakshi, Gurdip S.
1
Ballotta, Laura
1
Baltussen, Guido
1
Bansal, Naresh K.
1
Barinov, Alexander
1
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1
Barroso, Pedro
1
Bartram, Söhnke M.
1
Battalio, Robert H.
1
Bekaert, Geert
1
Bekkum, Sjoerd van
1
Bollerslev, Tim
1
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Journal of financial and quantitative analysis : JFQA
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Review of quantitative finance and accounting
103
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ECONIS (ZBW)
103
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103
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date (oldest first)
1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
3
Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
4
Crowding and tail risk in momentum returns
Barroso, Pedro
;
Edelen, Roger M.
;
Karehnke, Paul
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
4
,
pp. 1313-1342
Persistent link: https://www.econbiz.de/10013270306
Saved in:
5
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
6
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
7
Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun
;
Lin, Tse-Chun
;
Xiang, Vincent
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
Saved in:
8
When are stocks less volatile in the long run?
Jondeau, Eric
;
Zhang, Qunzi
;
Zhu, Xiaoneng
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1228-1258
Persistent link: https://www.econbiz.de/10012523330
Saved in:
9
Competition and operating volatilities around the world
Makaew, Tanakorn
;
Maksimovic, Vojislav
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 517-547
Persistent link: https://www.econbiz.de/10012195596
Saved in:
10
Emerging markets are catching up : economic or financial integration?
Akbari, Amir
;
Ng, Lilian K.
;
Solnik, Bruno
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
7
,
pp. 2270-2303
Persistent link: https://www.econbiz.de/10012307571
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