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Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
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Of smiles and smirks : a term structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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Predictable patterns after large stock price changes on the Tokyo Stock Exchange
Bremer, Marc - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 345-365
Persistent link: https://www.econbiz.de/10001230900
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The economic value of predicting stock index returns and volatility
Marquering, Wessel A.; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407-429
Persistent link: https://www.econbiz.de/10002103735
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A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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Deviations from put-call parity and stock return predictability
Cremers, Martijn; Weinbaum, David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
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Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
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Large foreign ownership and firm-level stock return volatility in emerging markets
Li, Donghui; Nguyen, Quang N.; Pham, Peter Kien; Wei, … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1127-1155
Persistent link: https://www.econbiz.de/10010217647
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Idiosyncratic return volatility and the information quality underlying managerial discretion
Chen, Changling; Huang, Alan Guoming; Jha, Ranjini - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 873-899
Persistent link: https://www.econbiz.de/10009672396
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Analyst disagreement and aggregate volatility risk
Barinov, Alexander - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1877-1900
Persistent link: https://www.econbiz.de/10010388244