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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Volatility spillover effects in European equity markets
Baele, Lieven
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10002975610
Saved in:
2
SOES trading and market volatility
Battalio, Robert H.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
Saved in:
3
Another look at models of the short-term interest rate
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
Saved in:
4
The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
Saved in:
5
Investor sentiment and mutual fund strategies
Massa, Massimo
;
Yadav, Vijay
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 699-727
Persistent link: https://www.econbiz.de/10011431015
Saved in:
6
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
7
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng
;
Hu, Ting
;
Lesmond, David A.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1269-1292
Persistent link: https://www.econbiz.de/10011479098
Saved in:
8
Board ancestral diversity and firm-performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1117-1155
Persistent link: https://www.econbiz.de/10012139387
Saved in:
9
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
10
The dynamics of performance volatility and firm valuation
Chi, Jianxin Daniel
;
Su, Xunhua
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10011667709
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