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subject:"Share price"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Campbell, John Y."
~person:"Grammig, Joachim"
~person:"Whaley, Robert E."
~subject:"Börse"
~subject:"USA"
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
8
NBER working paper series
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Working paper / Centre for Financial Research
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Discussion paper series / Harvard Institute of Economic Research
4
Discussion paper / Centre for Economic Policy Research
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001575057
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2
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
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3
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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