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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:"Madhavan, Ananth Narayan"
~person:"Whaley, Robert E."
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
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19
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9
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Andersen, Torben
Madhavan, Ananth Narayan
Whaley, Robert E.
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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5
Hasbrouck, Joel
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4
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Harvey, Campbell R.
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4
Hong, Harrison G.
4
Jegadeesh, Narasimhan
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3
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3
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3
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3
Cakici, Nusret
3
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3
Chan, Louis K. C.
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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
The review of financial studies
6
Journal of financial economics
5
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
The journal of futures markets
3
The journal of portfolio management : a publication of Institutional Investor
3
International economic review
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial intermediation
2
Econometric theory
1
Financial analysts' journal : FAJ
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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 econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of investment management : JOIM
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
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 American economic review
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The journal of alternative investments
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The review of economics and statistics
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ECONIS (ZBW)
16
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1
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16
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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
Early experience of put options on stocks
Barraclough, Kathryn
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1423-1456
Persistent link: https://www.econbiz.de/10010219834
Saved in:
3
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:
4
Does net buying pressure affect the shape of implied volatility functions?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 711-753
Persistent link: https://www.econbiz.de/10002013823
Saved in:
5
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:
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
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
10
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:
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