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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Andersen, Torben"
~person:"Hirshleifer, David"
~person:"Madhavan, Ananth Narayan"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
USA
11
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11
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8
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Andersen, Torben
Hirshleifer, David
Madhavan, Ananth Narayan
Lakonishok, Josef
8
O'Hara, Maureen
7
Schultz, Paul H.
7
Shleifer, Andrei
7
Subrahmanyam, Avanidhar
7
Titman, Sheridan
7
Amihud, Yakov
6
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6
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5
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4
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Caporale, Guglielmo Maria
4
Choudhry, Taufiq
4
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Denis, David J.
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Eberhart, Allan C.
4
Harvey, Campbell R.
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Hong, Harrison G.
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Jegadeesh, Narasimhan
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3
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3
Cakici, Nusret
3
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3
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3
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Journal of international money and finance
The journal of finance : the journal of the American Finance Association
Journal of econometrics
11
Journal of financial economics
8
The review of financial studies
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial markets
3
International economic review
2
Journal of financial intermediation
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Econometric theory
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of investment management : JOIM
1
Journal of political economy
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Organizational behavior and human decision processes : a journal of fundamental research and theory in applied psychology
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The review of economics and statistics
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ECONIS (ZBW)
14
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1
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10
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14
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date (oldest first)
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
Good day sunshine : stock returns and the weather
Hirshleifer, David
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 1009-1032
Persistent link: https://www.econbiz.de/10001762578
Saved in:
4
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:
5
Overconfidence, arbitrage, and equilibrium asset pricing
Daniel, Kent
;
Hirshleifer, David
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 921-965
Persistent link: https://www.econbiz.de/10001593013
Saved in:
6
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:
7
The relation between stock market movements and NYSE seat prices
Keim, Donald B.
;
Madhavan, Ananth Narayan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2817-2840
Persistent link: https://www.econbiz.de/10001537353
Saved in:
8
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:
9
International cross-listing and order flow migration : evidence from an emerging market
Domowitz, Ian
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2001-2027
Persistent link: https://www.econbiz.de/10001251915
Saved in:
10
Investor psychology and security market under- and overreactions
Daniel, Kent
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 1839-1885
Persistent link: https://www.econbiz.de/10001251919
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