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~isPartOf:"Journal of financial economics"
~isPartOf:"The review of economics and statistics"
~person:"Bollerslev, Tim"
~person:"Morellec, Erwan"
~subject:"Börsenkurs"
~subject:"Entwicklungsländer"
~subject:"Indien"
~subject:"Risiko"
~subject:"Theorie"
~subject:"Theory"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Handbuch"
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Börsenkurs
Entwicklungsländer
Indien
Risiko
Theorie
Theory
United States
Capital income
7
Kapitaleinkommen
7
Volatility
7
Volatilität
7
Capital structure
5
Estimation
5
Forecasting model
5
Kapitalstruktur
5
Prognoseverfahren
5
Risk
5
Schätzung
5
Risikoprämie
4
Risk premium
4
CAPM
3
Credit risk
3
Kreditrisiko
3
Share price
3
Agency conflicts
2
Agency theory
2
Bank risk
2
Bankrisiko
2
Corporate finance
2
Cross-sectional return variation
2
High-frequency data
2
Insolvency
2
Insolvenz
2
International sovereign debt
2
Internationale Staatsschulden
2
Investition
2
Investment
2
Prinzipal-Agent-Theorie
2
Real options analysis
2
Realoptionsansatz
2
Return predictability
2
Risikopräferenz
2
Risk attitude
2
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Article in journal
Aufsatz in Zeitschrift
Conference proceedings
Handbuch
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English
17
Author
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Bollerslev, Tim
Morellec, Erwan
Stulz, René M.
18
Shleifer, Andrei
14
DeAngelo, Harry
13
French, Kenneth Ronald
13
Harvey, Campbell R.
13
DeAngelo, Linda
12
Fama, Eugene F.
12
Subrahmanyam, Avanidhar
12
Bessembinder, Hendrik
11
Chordia, Tarun
11
Hong, Harrison G.
11
Longstaff, Francis A.
11
Stambaugh, Robert F.
11
Bali, Turan G.
10
Denis, David J.
10
Rosenthal, Stuart S.
10
Zhou, Guofu
10
Heckman, James J.
9
Lerner, Joshua
9
McConnell, John J.
9
Acharya, Viral V.
8
Barclay, Michael J.
8
Brennan, Michael J.
8
Graham, John R.
8
Greenwood, Robin
8
Kothari, S. P.
8
Lo, Andrew W.
8
Shanken, Jay
8
Stein, Jeremy C.
8
Viscusi, W. Kip
8
Walkling, Ralph A.
8
Campbell, John Y.
7
Evans, William N.
7
Ferson, Wayne E.
7
Gompers, Paul A.
7
Haltiwanger, John C.
7
James, Christopher M.
7
John, Kose
7
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Journal of financial economics
The review of economics and statistics
Journal of econometrics
12
The review of financial studies
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The journal of finance : the journal of the American Finance Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of international money and finance
3
International economic review
2
Journal of economic theory
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international economics
2
Review of finance : journal of the European Finance Association
2
The review of economic studies
2
American economic review
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance : revue de l'Association Française de Finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of futures markets
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of business : B
1
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ECONIS (ZBW)
17
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17
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Optimal financing with tokens
Gryglewicz, Sebastian
;
Mayer, Simon
;
Morellec, Erwan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1038-1067
Persistent link: https://www.econbiz.de/10012875926
Saved in:
4
Agency conflicts and short- versus long-termism in corporate policies
Gryglewicz, Sebastian
;
Mayer, Simon
;
Morellec, Erwan
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 718-742
Persistent link: https://www.econbiz.de/10012545719
Saved in:
5
Short-term debt and incentives for risk-taking
Della Seta, Marco
;
Morellec, Erwan
;
Zucchi, Francesca
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 179-203
Persistent link: https://www.econbiz.de/10012631077
Saved in:
6
Bank capital, liquid reserves, and insolvency risk
Hugonnier, Julien
;
Morellec, Erwan
- In:
Journal of financial economics
125
(
2017
)
2
,
pp. 266-285
Persistent link: https://www.econbiz.de/10011751701
Saved in:
7
Debt enforcement, investment, and risk taking across countries
Favara, Giovanni
;
Morellec, Erwan
;
Schroth, Enrique
; …
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 22-41
Persistent link: https://www.econbiz.de/10011725179
Saved in:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
10
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
1
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