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A nonlinear factor analysis of S&P 500 Index option returns

Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363

Persistent link: https://www.econbiz.de/10003378710

Prospect theory in M&A : do historical purchase prices affect merger offer premiums and announcement returns?

Lauterbach, Beni; Mugerman, Yevgeny; Shemesh, Joshua - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014548013

Mutual fund performance with learning across funds

Jones, Christopher S.; Shanken, Jay - 2002

Persistent link: https://www.econbiz.de/10001720735

Can interest rate volatility be extracted from the cross section of bond yields? : An investigation of unspanned stochastic volatility

Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - 2004

Persistent link: https://www.econbiz.de/10002361808

Option momentum

Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192

Persistent link: https://www.econbiz.de/10014437686

Can interest rate volatility be extracted from the cross section of bond yields?

Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66

Persistent link: https://www.econbiz.de/10003891547

New orders and asset prices

Jones, Christopher S.; Tuzel, Selale - In: The review of financial studies 26 (2013) 1, pp. 115-157

Persistent link: https://www.econbiz.de/10009717757

Inventory investment and the cost of capital

Jones, Christopher S.; Tuzel, Selale - In: Journal of financial economics 107 (2013) 3, pp. 557-579

Persistent link: https://www.econbiz.de/10009730602

Mutual fund performance with learning across funds

Jones, Christopher S.; Shanken, Jay - In: Journal of financial economics 78 (2005) 3, pp. 507-552

Persistent link: https://www.econbiz.de/10003228836

Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility

Collin-Dufresne, Pierre - 2004

Most affine models of the term structure with stochastic volatility (SV) predict that the variance of the short rate is simultaneously a linear combination of yields and the quadratic variation of the spot rate. However, we find empirically that the A1(3) SV model generates a time series for the...

Persistent link: https://www.econbiz.de/10012467934