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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Andersen, Torben"
~person:"Cakici, Nusret"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
Volatility
8
USA
7
United States
7
Capital income
4
Kapitaleinkommen
4
Share price
4
Aktienmarkt
3
Ankündigungseffekt
3
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Andersen, Torben
Cakici, Nusret
Lakonishok, Josef
8
O'Hara, Maureen
7
Schultz, Paul H.
7
Shleifer, Andrei
7
Subrahmanyam, Avanidhar
7
Titman, Sheridan
7
Amihud, Yakov
6
Whaley, Robert E.
6
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5
Hasbrouck, Joel
5
Lee, Charles M. C.
5
Ritter, Jay
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Stulz, René M.
5
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5
Viswanathan, S.
5
Aggarwal, Reena
4
Bollerslev, Tim
4
Caporale, Guglielmo Maria
4
Choudhry, Taufiq
4
Corwin, Shane Anthony
4
Denis, David J.
4
Eberhart, Allan C.
4
Harvey, Campbell R.
4
Hirshleifer, David
4
Hong, Harrison G.
4
Jegadeesh, Narasimhan
4
Madhavan, Ananth Narayan
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McConnell, John J.
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Ross, Stephen A.
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4
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3
Ball, Clifford A.
3
Bansal, Ravi
3
Bekaert, Geert
3
Bossaerts, Peter L.
3
Campbell, John Y.
3
Chan, Louis K. C.
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Journal of international money and finance
The journal of finance : the journal of the American Finance Association
Journal of econometrics
11
Journal of banking & finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of empirical finance
3
Journal of financial economics
3
International economic review
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Review of finance : journal of the European Finance Association
2
Review of quantitative finance and accounting
2
Applied economics letters
1
Econometric theory
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial stability
1
Journal of international financial management and accounting
1
Journal of investment management : JOIM
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
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Pacific-Basin finance journal
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Quantitative economics : QE ; journal of the Econometric Society
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Review of Pacific Basin financial markets and policies
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Special section on small-sample properties of generalized method of moments (GMM)
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The European journal of finance
1
The journal of computational finance
1
The journal of investing : JOI
1
The journal of investment strategies
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The review of economics and statistics
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ECONIS (ZBW)
9
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1
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:
2
Do the size, value, and momentum factors drive stock returns in emerging markets?
Cakici, Nusret
;
Tang, Yi
;
Yan, An
- In:
Journal of international money and finance
69
(
2016
),
pp. 179-204
Persistent link: https://www.econbiz.de/10011711908
Saved in:
3
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
4
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
5
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
6
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
7
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
8
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
9
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
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