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subject:"Agency theory"
~isPartOf:"International economic review"
~isPartOf:"Journal of banking & finance"
~person:"Andersen, Torben"
~person:"Faff, Robert W."
~person:"Li, Junye"
~subject:"CAPM"
~subject:"Economic tracking portfolio"
~subject:"Volatility"
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Agency theory
CAPM
Economic tracking portfolio
Volatility
Theorie
11
Theory
11
Volatilität
6
Forecasting model
4
Prognoseverfahren
4
Capital income
3
Capital structure
3
Estimation
3
Kapitaleinkommen
3
Kapitalstruktur
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1987-1992
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English
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Andersen, Torben
Faff, Robert W.
Li, Junye
Prokopczuk, Marcel
5
Hollstein, Fabian
4
Levy, Haim
4
Branger, Nicole
3
Malliaris, Anastasios G.
3
Post, Thierry
3
Taylor, Stephen
3
Abhyankar, Abhay
2
Alexander, Carol
2
Balvers, Ronald J.
2
Bollerslev, Tim
2
Chou, Ray Yeutien
2
Christiansen, Charlotte
2
Crouhy, Michel
2
Davidson, Wallace Norman
2
Fershtman, Chaim
2
Hautsch, Nikolaus
2
Kaeck, Andreas
2
Kalai, Ehud
2
Klein, Peter
2
Levy, Moshe
2
Liu, Zhuoshi
2
Malliaris, Steven
2
Markellos, Raphaēl N.
2
Mele, Antonio
2
Monfort, Alain
2
Obayashi, Yoshiki
2
Rubio, Gonzalo
2
Satchell, Stephen
2
Schmitz, Patrick W.
2
Shackleton, Mark B.
2
Shalen, Catherine T.
2
Subrahmanyam, Marti G.
2
Symeonidis, Lazaros
2
Uhrig-Homburg, Marliese
2
Vorst, Ton
2
Wei, K. C. John
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International economic review
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
8
Journal of econometrics
4
Working paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Applied financial economics
2
CREATES research paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial Institutions Center
2
Global COE Hi-Stat discussion paper series
2
NBER working paper series
2
The journal of finance : the journal of the American Finance Association
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Australian journal of management
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Handbook of economic forecasting ; Vol. 1
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
McGraw-Hill series in advanced finance
1
NBER reporter online
1
Pacific-Basin finance journal
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Technical working paper / National Bureau of Economic Research
1
The journal of futures markets
1
The review of economics and statistics
1
Tools and techniques
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
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ECONIS (ZBW)
7
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1
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
2
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
3
Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
Saved in:
4
Volatility components, leverage effects, and the return–volatility relations
Li, Junye
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1530-1540
Persistent link: https://www.econbiz.de/10009244953
Saved in:
5
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
6
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
7
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
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