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The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
46
NBER Working Paper
45
Discussion paper / Department of Economics, University of California San Diego
40
NBER working paper series
33
NYU Working Paper
28
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Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
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2
Testing Asymmetric-Information Asset Pricing Models
Kelly, Bryan
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1366
Persistent link: https://www.econbiz.de/10009962002
Saved in:
3
Testing Asymmetric-Information Asset Pricing Models
Kelly, Bryan
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2013
)
5
,
pp. 1366-1365
Persistent link: https://www.econbiz.de/10010113914
Saved in:
4
Testing asymmetric-information asset pricing models
Kelly, Bryan T.
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
Saved in:
5
Empirical asset pricing via machine learning
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2223-2273
Persistent link: https://www.econbiz.de/10012244733
Saved in:
6
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
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7
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2842-2871
Persistent link: https://www.econbiz.de/10010530175
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8
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
9
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
10
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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