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~isPartOf:"Economics Bulletin"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of financial economics"
~subject:"Volatility"
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Volatility
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Bollerslev, Tim
5
Christoffersen, Peter F.
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Todorov, Viktor
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Economics Bulletin
International journal of economics and finance
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368
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
282
RePEc
6
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288
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1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
3
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
4
Market conditions, fragility, and the
economics
of market making
Anand, Amber
;
Venkataraman, Kumar
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 327-349
Persistent link: https://www.econbiz.de/10011590773
Saved in:
5
Does exchange rate volatility really influence foreign trade? : evidence from Turkey
Tatliyer, Mevlut
;
Yigit, Fatih
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 33-38
Persistent link: https://www.econbiz.de/10011441986
Saved in:
6
One fundamental and two taxes : when does a Tobin tax reduce financial price volatility?
Deng, Yongheng
;
Liu, Xin
;
Wei, Shang-jin
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 663-692
Persistent link: https://www.econbiz.de/10012051363
Saved in:
7
Stock returns after major price shocks : the impact of information
Savor, Pavel
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
Saved in:
8
Exchange rate volatility and trade flows : evidence from China, Pakistan and India
Shaikh, Sarfaraz Ahmed
;
Ouyang, Hongbing
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 121-127
Persistent link: https://www.econbiz.de/10011401297
Saved in:
9
Comovement, information production, and the business cycle
Brockman, Paul
;
Liebenberg, Ivonne
;
Schutte, Maria
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003991449
Saved in:
10
Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
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