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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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58
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58
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Journal of financial and quantitative analysis : JFQA
NBER working paper series
1,115
Working paper / National Bureau of Economic Research, Inc.
1,013
NBER Working Paper
852
European journal of operational research : EJOR
652
International journal of theoretical and applied finance
576
Management science : journal of the Institute for Operations Research and the Management Sciences
566
Journal of banking & finance
555
Discussion paper / Centre for Economic Policy Research
541
Economics letters
518
Journal of financial economics
461
Energy economics
449
Finance research letters
402
Journal of economic dynamics & control
397
Journal of revenue and pricing management
396
International journal of industrial organization
390
CESifo working papers
388
International journal of production economics
370
Mathematical finance : an international journal of mathematics, statistics and financial theory
362
The journal of futures markets
362
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358
The review of financial studies
351
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340
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338
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336
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328
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316
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304
SpringerLink / Bücher
297
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289
The journal of computational finance
270
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253
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251
Quantitative finance
250
Management Science
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Research paper series / Swiss Finance Institute
239
International review of financial analysis
236
The journal of real estate finance and economics
234
Transportation research / E : an international journal
230
Journal of empirical finance
228
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ECONIS (ZBW)
215
Showing
1
-
10
of
215
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date (oldest first)
1
Convertible debt arbitrage crashes revisited
Lewis, Craig M.
;
Munyan, Ben
;
Verwijmeren, Patrick
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1926-1962
Persistent link: https://www.econbiz.de/10015055438
Saved in:
2
Anomaly discovery and arbitrage trading
Xi, Dong
;
Liu, Qi
;
Lu, Lei
;
Sun, Bo
;
Yan, Hongjun
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 933-955
Persistent link: https://www.econbiz.de/10015055395
Saved in:
3
Enhanced global asset
pricing
factors
Zimmermann, Lukas
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2692-2731
Persistent link: https://www.econbiz.de/10014365211
Saved in:
4
Dynamics of arbitrage
Ederington, Louis H.
;
Fernando, Chitru S.
;
Holland, …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Saved in:
5
What can volatility smiles tell us about the too big to fail problem?
Ngo, Phong T. H.
;
Puente-Moncayo, Diego L.
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 863-895
Persistent link: https://www.econbiz.de/10014520129
Saved in:
6
Good volatility, bad volatility, and option
pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
7
Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
8
The
pricing
of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
9
A single-factor consumption-based asset
pricing
model
Delikouras, Stefanos
;
Kostakis, Alexandros
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
Saved in:
10
Best of the best : a comparison of factor models
Ahmed, Shamim
;
Bu, Ziwen
;
Tsvetanov, Daniel
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1713-1758
Persistent link: https://www.econbiz.de/10012139944
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