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Volatility
USA
300
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300
Capital income
265
Kapitaleinkommen
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Capital market returns
125
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125
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96
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The review of financial studies
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
103
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
NBER working paper series
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Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
75
Economic modelling
72
Journal of econometrics
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Journal of international financial markets, institutions & money
70
NBER Working Paper
62
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
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Journal of financial and quantitative analysis : JFQA
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
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The journal of finance : the journal of the American Finance Association
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
Journal of financial econometrics
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Research paper series / Swiss Finance Institute
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1
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
2
Pricing implications of noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2468-2508
Persistent link: https://www.econbiz.de/10014320677
Saved in:
3
Dissecting characteristics nonparametrically
Freyberger, Joachim
;
Neuhierl, Andreas
;
Weber, Michael
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2326-2377
Persistent link: https://www.econbiz.de/10012244737
Saved in:
4
Product market competition and option prices
Morellec, Erwan
;
Zhdanov, Alexei
- In:
The review of financial studies
32
(
2019
)
11
,
pp. 4343-4386
Persistent link: https://www.econbiz.de/10012135470
Saved in:
5
Institutional investors and information acquisition : implications for asset prices and informational efficiency
Breugem, Matthijs
;
Buss, Adrian
- In:
The review of financial studies
32
(
2019
)
6
,
pp. 2260-2301
Persistent link: https://www.econbiz.de/10012033827
Saved in:
6
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
7
The sum of all FEARS investor sentiment and asset prices
Da, Zhi
;
Engelberg, Joseph
;
Gao, Pengjie
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011289301
Saved in:
8
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
Saved in:
9
Financial market dislocations
Pasquariello, Paolo
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1868-1914
Persistent link: https://www.econbiz.de/10010371336
Saved in:
10
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
Chabakauri, Georgy
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3104-3141
Persistent link: https://www.econbiz.de/10010237370
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