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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Andersen, Torben"
~subject:"Ankündigungseffekt"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Ankündigungseffekt
Kapitaleinkommen
Volatilität
Volatility
6
USA
5
United States
5
Announcement effect
3
1992-1993
2
Börsenkurs
2
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2
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Article in journal
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Andersen, Torben
Gupta, Rangan
14
Ma, Feng
14
Titman, Sheridan
12
Liang, Chao
10
Wohar, Mark E.
10
Salisu, Afees A.
9
Lakonishok, Josef
8
Fama, Eugene F.
7
Hammoudeh, Shawkat
7
Kanas, Angelos
7
French, Kenneth Ronald
6
McMillan, David G.
6
Pástor, Ľuboš
6
Stambaugh, Robert F.
6
Tiwari, Aviral Kumar
6
Wei, Yu
6
Xuan Vinh Vo
6
Yin, Libo
6
Balcilar, Mehmet
5
Chordia, Tarun
5
Cooper, Michael J.
5
Daniel, Kent
5
Fung, Hung-gay
5
Jegadeesh, Narasimhan
5
Kutan, Ali Mustafa
5
Li, Xiafei
5
Mensi, Walid
5
Michaely, Roni
5
Stulz, René M.
5
Arize, Augustine Chuck
4
Barber, Brad M.
4
Bekaert, Geert
4
Bouri, Elie
4
Brooks, Robert
4
Campbell, John Y.
4
Caporin, Massimiliano
4
Chan, Louis K. C.
4
Chao, Chi-Chur
4
Chen, Wang
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International journal of finance & economics : IJFE
International review of economics & finance : IREF
The journal of finance : the journal of the American Finance Association
Journal of econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Journal of financial markets
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The American economic review
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Journal of applied econometrics
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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NBER reporter online
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Review of finance : journal of the European Finance Association
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Special section on small-sample properties of generalized method of moments (GMM)
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The review of economics and statistics
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ECONIS (ZBW)
6
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1
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
2
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
4
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
5
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
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