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~isPartOf:"Journal of financial economics"
~person:"Brandt, Michael W."
~person:"Goyal, Amit"
~subject:"USA"
~subject:"Volatility"
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Volatility
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Brandt, Michael W.
Goyal, Amit
Stulz, René M.
13
DeAngelo, Harry
11
DeAngelo, Linda
11
Denis, David J.
8
Longstaff, Francis A.
8
McConnell, John J.
8
Barclay, Michael J.
7
Ritter, Jay
7
Schultz, Paul H.
7
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7
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6
Chordia, Tarun
6
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6
French, Kenneth Ronald
6
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6
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6
James, Christopher M.
6
John, Kose
6
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6
Kothari, S. P.
6
Lerner, Joshua
6
Mayers, David
6
Poulsen, Annette Brinch
6
Walkling, Ralph A.
6
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5
Campbell, John Y.
5
Ferson, Wayne E.
5
Gilson, Stuart C.
5
Gompers, Paul A.
5
Guay, Wayne R.
5
Jordan, Bradford D.
5
Kaplan, Steven N.
5
Lang, Larry H. P.
5
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5
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5
Shivdasani, Anil
5
Skinner, Douglas J.
5
Slovin, Myron B.
5
Smith, Clifford W.
5
Subrahmanyam, Avanidhar
5
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
11
The review of financial studies
7
Working papers / Rodney L. White Center for Financial Research
5
The journal of finance : the journal of the American Finance Association
4
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3
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ECONIS (ZBW)
4
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1
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
2
Cross-section of option returns and volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
4
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
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