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isPartOf:"MPRA Paper"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"appreciation"
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Search: subject_exact:"Volatility"
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Aktienmarkt
CAPM
appreciation
Volatility
161
volatility
92
Volatilität
73
Capital income
30
Kapitaleinkommen
30
GARCH
25
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
22
Option pricing theory
20
Optionspreistheorie
20
Risk
20
Risiko
18
Theorie
18
Theory
18
Risikoprämie
17
Risk premium
17
Option trading
13
Optionsgeschäft
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Forecasting model
9
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Stochastic process
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Portfolio selection
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asset pricing
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exchange rate
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liquidity
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ARCH
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ARCH model
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27
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English
27
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Ghiba, Nicolae
3
Dai, Min
2
Ehling, Paul
2
Hasler, Michael
2
Ai, Hengjie
1
Andrei, Daniel
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bekaert, Geert
1
Ben-David, Itzhak
1
Bikbov, Ruslan
1
Carlin, Bruce Ian
1
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1
Chen, Zhanhui
1
Cheon, Yong-Ho
1
Chernov, Mikhail
1
Chordia, Tarun
1
Christoffersen, Peter F.
1
Cooper, Ilan
1
Engstrom, Eric
1
Franzoni, Francesco
1
Gao, Xiaohui
1
Guo, Jiaqi
1
Heston, Steven L.
1
Heyerdahl-Larsen, Christian
1
Hovakimian, Armen
1
Hu, Jianfeng
1
Jacobs, Kris
1
Jin, Hanqing
1
Joslin, Scott
1
Jouini, Elyès
1
Khapko, Mariana
1
Kiku, Dana
1
Kou, Steven
1
Le, Anh
1
Lee, Kuan-hui
1
Li, Erica X. N.
1
Li, Haitao
1
Li, Peifan
1
Li, Peng
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
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MPRA Paper
Emerging markets, finance and trade : EMFT
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
185
International review of financial analysis
135
The North American journal of economics and finance : a journal of financial economics studies
111
International review of economics & finance : IREF
110
Energy economics
109
Research in international business and finance
94
Applied economics
92
Economic modelling
84
Journal of international financial markets, institutions & money
84
Journal of banking & finance
76
NBER working paper series
75
Journal of empirical finance
70
Pacific-Basin finance journal
70
Working paper / National Bureau of Economic Research, Inc.
69
Applied financial economics
64
Journal of risk and financial management : JRFM
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Applied economics letters
59
Journal of financial economics
58
NBER Working Paper
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
56
Global finance journal
46
International journal of finance & economics : IJFE
44
Economics letters
39
Finance India : the quarterly journal of Indian Institute of Finance
37
The European journal of finance
37
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
36
Journal of econometrics
36
International journal of economics and finance
35
International Journal of Energy Economics and Policy : IJEEP
34
Journal of international money and finance
34
Emerging markets review
33
Cogent economics & finance
32
Discussion paper / Centre for Economic Policy Research
30
Journal of economic dynamics & control
30
Investment management and financial innovations
29
Journal of financial markets
29
Review of quantitative finance and accounting
29
The review of financial studies
29
International journal of economics and financial issues : IJEFI
28
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ECONIS (ZBW)
27
RePEc
6
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1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
3
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
4
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
5
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
6
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
7
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
8
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
9
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
Saved in:
10
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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