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~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Behavioral Finance"
~subject:"Volatility"
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Volatility
Anlageverhalten
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Agrrawal, Pankaj
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Economics letters
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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41
Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
Saved in:
42
Investor sentiment and short-term returns for size-adjusted value and growth portfolios
Waggle, Doug
;
Agrrawal, Pankaj
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011333706
Saved in:
43
A turning point method for measuring investor sentiment
Sturm, Ray R.
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
1
,
pp. 30-42
Persistent link: https://www.econbiz.de/10011338958
Saved in:
44
Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
Park, Beum-jo
- In:
Journal of banking & finance
43
(
2014
),
pp. 150-159
Persistent link: https://www.econbiz.de/10010408997
Saved in:
45
Avaiability, recency, and sophistication in the repurchasing behavior or retail investors
Nofsinger, John R.
;
Varma, Abhishek
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2572-2585
Persistent link: https://www.econbiz.de/10009760584
Saved in:
46
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
Saved in:
47
An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market
Mishra, Vinod
;
Smyth, Russell
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10008661189
Saved in:
48
Mutual fund volatility timing and management fees
Giambona, Erasmo
;
Golec, Joseph
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
Saved in:
49
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie
;
Daigler, Robert T.
;
Dupoyet, Brice
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
Saved in:
50
Volatility in returns from trading
Heaney, Richard A.
;
Foster, F. Douglas
;
Gregor, Shirley
; …
- In:
The journal of behavioral finance : a publication of …
8
(
2007
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10003496706
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