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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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S&P 500
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Capital income
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Option pricing theory
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Optionspreistheorie
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Fan, Zhenzhen
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Hu, Guanglian
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Karmaziene, Egle
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Journal of financial and quantitative analysis : JFQA
International review of financial analysis
9
Journal of Risk and Financial Management
9
Journal of risk and financial management : JRFM
8
MPRA Paper
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of banking & finance
7
Finance research letters
6
ICMA Centre Discussion Papers in Finance
5
Journal of Banking & Finance
5
Managerial Finance
5
Research paper series / Swiss Finance Institute
5
Review of quantitative finance and accounting
5
The International Journal of Business and Finance Research
5
Accounting, Finance, Financial Planning and Insurance Series
4
Applied economics
4
Economic modelling
4
Finance
4
International review of economics & finance : IREF
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER working paper series
4
Physica A: Statistical Mechanics and its Applications
4
Risks
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Risks : open access journal
4
Working Paper
4
Applied economics letters
3
CESifo Working Paper
3
CESifo working papers
3
Discussion paper / Tinbergen Institute
3
Documents de travail du Centre d'Economie de la Sorbonne
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International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of Risk Finance
3
Journal of business & economics research
3
Journal of empirical finance
3
The international journal of business and finance research : IJBFR
3
The journal of asset management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
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The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
2
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
3
Short-selling equity exchange traded funds and its effect on stock market liquidity
Karmaziene, Egle
;
Sokolovski, Valeri
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 923-956
Persistent link: https://www.econbiz.de/10013187324
Saved in:
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