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~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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CAPM
Option pricing theory
Stochastic process
Volatility
184
Volatilität
184
Capital income
82
Kapitaleinkommen
82
Börsenkurs
74
Share price
74
Theorie
71
Theory
71
Risikoprämie
42
Risk premium
42
Estimation
37
Schätzung
37
USA
35
United States
35
Risiko
27
Risk
27
Optionspreistheorie
26
Portfolio selection
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Prognoseverfahren
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Stochastischer Prozess
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Aktienmarkt
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Financial market
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Time series analysis
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Welt
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Zeitreihenanalyse
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Ankündigungseffekt
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Anlageverhalten
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72
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Christoffersen, Peter F.
5
Jacobs, Kris
4
Bollerslev, Tim
3
Ornthanalai, Chayawat
3
Todorov, Viktor
3
Bai, Jennie
2
Collin-Dufresne, Pierre
2
Fusari, Nicola
2
Goldstein, Robert S.
2
Muravyev, Dmitriy
2
Segal, Gill
2
Amaya, Diego
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bandi, F. M.
1
Barberis, Nicholas
1
Bates, David S.
1
Benzoni, Luca
1
Berrada, Tony
1
Brandt, Michael W.
1
Broussard, John Paul
1
Calvet, Laurent E.
1
Campbell, John Y.
1
Cao, Jie
1
Carlin, Bruce Ian
1
Carr, Peter
1
Chang, Bo Young
1
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1
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1
Chung, Kee H.
1
Corsi, Fulvio
1
Daniel, Kent
1
Della Corte, Pasquale
1
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1
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Journal of financial economics
International journal of theoretical and applied finance
183
Journal of econometrics
140
Quantitative finance
129
Journal of banking & finance
114
Applied mathematical finance
91
The journal of futures markets
88
Finance research letters
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
The journal of computational finance
71
Discussion paper / Tinbergen Institute
68
Journal of economic dynamics & control
67
Journal of empirical finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Finance and stochastics
62
The North American journal of economics and finance : a journal of financial economics studies
57
Computational economics
56
Review of derivatives research
54
International journal of financial engineering
53
Working paper
52
European journal of operational research : EJOR
50
NBER working paper series
49
Research paper series / Swiss Finance Institute
49
International review of economics & finance : IREF
48
Journal of mathematical finance
47
Econometric reviews
45
Energy economics
45
Annals of finance
43
Applied economics
42
Economics letters
42
Risks : open access journal
42
Working paper / National Bureau of Economic Research, Inc.
42
Economic modelling
41
NBER Working Paper
40
Insurance / Mathematics & economics
39
International review of financial analysis
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
The European journal of finance
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ECONIS (ZBW)
72
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market
Jiang, Hao
;
Li, Yi
;
Sun, Zheng
;
Wang, Ashley
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 277-302
Persistent link: https://www.econbiz.de/10013350649
Saved in:
3
Learning, slowly unfolding disasters, and asset prices
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 527-549
Persistent link: https://www.econbiz.de/10013350670
Saved in:
4
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
7
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
8
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
9
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
10
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
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