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~subject:"Volatility"
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Zhou, Hao
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10
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Wright, Jonathan H.
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Xu, Lai
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2
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ECONIS (ZBW)
31
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Sarbanes-Oxley : changes in risk premium and return volatility
Vega, Jose G.
;
Smolarski, Jan
;
Zhou, Haiyan
- In:
Asian review of accounting
23
(
2015
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10011376966
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2
Do companies with effective internal controls over financial reporting benefit from Sarbanes-Oxley Sections 302 and 404?
Gupta, Parveen P.
;
Sami, Heibatollah
;
Zhou, Haiyan
- In:
Journal of accounting, auditing & finance
33
(
2018
)
2
,
pp. 200-227
Persistent link: https://www.econbiz.de/10011859191
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3
Sector option correlation premiums and predictable changes in implied volatility
Koticha, Apoorva
;
Li, Chen
;
Marks, Joseph M.
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 84-115
Persistent link: https://www.econbiz.de/10014231127
Saved in:
4
The volatility-liquidity dynamics of single-stock ETFs
Zhao, Le
;
Nguyen, Vinh Huy
;
Li, Chen
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015190713
Saved in:
5
The volatility-liquidity dynamics of single-stock ETFs
Zhao, Le
;
Nguyen, Vinh Huy
;
Li, Chen
- In:
Finance research letters
69
(
2024
),
pp. 106163
Persistent link: https://www.econbiz.de/10015190712
Saved in:
6
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
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7
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
8
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
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9
Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001787397
Saved in:
10
Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003113897
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