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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
~subject:"Finanzanalyse"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Bali, Turan G.
3
Chen, Lin
3
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Review of quantitative finance and accounting
Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
482
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463
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ECONIS (ZBW)
314
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1
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
3
Do differences in analyst quality matter for investors relying on consensus information?
Michaely, Roni
;
Rubin, Amir
;
Segal, Dan
;
Vedrashko, …
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 751-772
Persistent link: https://www.econbiz.de/10014513606
Saved in:
4
Asymmetric information and R&D disclosure : evidence from scientific publications
Baruffaldi, Stefano Horst
;
Simeth, Markus
;
Wehrheim, David
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1052-1069
Persistent link: https://www.econbiz.de/10014513893
Saved in:
5
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
6
The economics of security analysis
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
Saved in:
7
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
8
Intrafirm knowledge sharing in the investment research industry
Hugon, Artur
;
Lin, An-Ping
;
Markov, Stanimir
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2427-2446
Persistent link: https://www.econbiz.de/10014520090
Saved in:
9
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
10
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
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