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~isPartOf:"The review of economics and statistics"
~isPartOf:"The review of financial studies"
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The review of economics and statistics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
The skewness of the stock market over long horizons
Neuberger, Anthony
;
Payne, Richard
- In:
The review of financial studies
34
(
2021
)
3
,
pp. 1572-1616
Persistent link: https://www.econbiz.de/10012434851
Saved in:
3
The cross-sectional distribution of price stickiness implied by aggregate data
Carvalho, Carlos Viana de
;
Dam, Niels Arne
;
Lee, Jae Won
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 162-179
Persistent link: https://www.econbiz.de/10012208107
Saved in:
4
Skewness in stock returns : reconsiling the evidence on firm versus aggregate returns
Albuquerque, Rui
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1630-1673
Persistent link: https://www.econbiz.de/10009536408
Saved in:
5
Household portfolios and implicit risk preference
Bucciol, Alessandro
;
Miniaci, Raffaele
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1235-1250
Persistent link: https://www.econbiz.de/10009379796
Saved in:
6
Expected idiosyncratic skewness
Boyer, Brian H.
;
Mitton, Todd
;
Vorkink, Keith
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 169-202
Persistent link: https://www.econbiz.de/10003941604
Saved in:
7
The relationships among expected inflation, disagreement, and uncertainty : evidence from matched point and density forecasts
Rich, Robert W.
;
Tracy, Joseph S.
- In:
The review of economics and statistics
92
(
2010
)
1
,
pp. 200-207
Persistent link: https://www.econbiz.de/10008737816
Saved in:
8
Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei
- In:
The review of economics and statistics
92
(
2010
)
4
,
pp. 1004-1016
Persistent link: https://www.econbiz.de/10008746351
Saved in:
9
Superstars without talent? : the yule distribution controversy
Spierdijk, Laura
;
Voorneveld, Mark
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 648-652
Persistent link: https://www.econbiz.de/10003883976
Saved in:
10
Recovering risk aversion from option prices and realized returns
Jackwerth, Jens Carsten
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 433-451
Persistent link: https://www.econbiz.de/10001485513
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