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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Volatility
Capital income
370
Kapitaleinkommen
370
USA
282
United States
282
Börsenkurs
94
Share price
94
Theorie
91
Theory
91
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63
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45
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Aufsatz in Zeitschrift
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37
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Ang, Andrew
2
Bali, Turan G.
2
Cakici, Nusret
2
Campbell, John Y.
2
Jones, Christopher S.
2
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1
Adrian, Tobias
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
Finance research letters
146
International review of financial analysis
126
Journal of banking & finance
114
International review of economics & finance : IREF
104
Journal of empirical finance
102
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
91
Journal of financial economics
83
Applied economics
79
Applied financial economics
79
Research in international business and finance
79
Economic modelling
72
Journal of econometrics
72
Journal of international financial markets, institutions & money
70
Pacific-Basin finance journal
61
Applied economics letters
60
Journal of risk and financial management : JRFM
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
50
The journal of futures markets
47
The European journal of finance
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Journal of financial and quantitative analysis : JFQA
39
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Investment management and financial innovations
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Journal of financial markets
32
The review of financial studies
32
Journal of financial econometrics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Global finance journal
29
Cogent economics & finance
28
International Journal of Energy Economics and Policy : IJEEP
27
International journal of economics and finance
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
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ECONIS (ZBW)
37
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
3
Do cash flows of growth stocks really grow faster?
Chen, Huafeng Jason
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2279-2330
Persistent link: https://www.econbiz.de/10011764447
Saved in:
4
Estimating oil risk factors using information from equity and derivatives markets
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
;
Sagi, Jacob Shimon
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 769-804
Persistent link: https://www.econbiz.de/10010517163
Saved in:
5
Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn
;
Halling, Michael
;
Weinbaum, David
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
Saved in:
6
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Saved in:
7
Volatility, the macroeconomy, and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
The journal of finance : the journal of the American …
69
(
2014
)
6
,
pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
Saved in:
8
Asset pricing with dynamic margin constraints
Ryčkov, Oleg
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 405-452
Persistent link: https://www.econbiz.de/10010372413
Saved in:
9
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:
10
Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2045-2084
Persistent link: https://www.econbiz.de/10010489675
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