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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The American economic review"
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Journal of financial and quantitative analysis : JFQA
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1
Volatility spillover effects in European equity markets
Baele, Lieven
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10002975610
Saved in:
2
SOES trading and market volatility
Battalio, Robert H.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
Saved in:
3
Transaction costs and price volatility : evidence from commission deregulation
Jones, Charles M.
- In:
The American economic review
87
(
1997
)
4
,
pp. 728-737
Persistent link: https://www.econbiz.de/10001226847
Saved in:
4
Another look at models of the short-term interest rate
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
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5
Excess volatility and closed-end funds
Pontiff, Jeffrey
- In:
The American economic review
87
(
1997
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10001218701
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6
The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
Saved in:
7
Investor sentiment and mutual fund strategies
Massa, Massimo
;
Yadav, Vijay
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 699-727
Persistent link: https://www.econbiz.de/10011431015
Saved in:
8
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
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9
Are sticky prices costly? : evidence from the stock market
Gorodnichenko, Yuriy
;
Weber, Michael
- In:
The American economic review
106
(
2016
)
1
,
pp. 165-199
Persistent link: https://www.econbiz.de/10011436821
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10
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
The American economic review
105
(
2015
)
11
,
pp. 3352-3384
Persistent link: https://www.econbiz.de/10011413003
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