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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Arbeitsmarkt
Stochastischer Prozess
USA
Volatility
117
Volatilität
117
United States
66
Theorie
44
Theory
44
Börsenkurs
43
Share price
43
Capital income
33
Kapitaleinkommen
33
Estimation
19
Schätzung
19
Option pricing theory
15
Optionspreistheorie
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Risikoprämie
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Risk premium
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Stochastic process
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CAPM
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Aktienmarkt
10
Stock market
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9
Anlageverhalten
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Andersen, Torben
5
Eraker, Bjørn
3
Fleming, Jeff
3
Whaley, Robert E.
3
Ang, Andrew
2
Bali, Turan G.
2
Benzoni, Luca
2
Bollerslev, Tim
2
Cakici, Nusret
2
Campbell, John Y.
2
Kirby, Chris
2
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1
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1
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1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
279
The journal of futures markets
153
Discussion paper series / IZA
147
International journal of theoretical and applied finance
142
Journal of econometrics
128
Discussion paper / Centre for Economic Policy Research
106
The review of financial studies
101
Working paper
98
Journal of banking & finance
95
Quantitative finance
91
NBER working paper series
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Discussion paper / Tinbergen Institute
83
Energy economics
77
Journal of empirical finance
69
The North American journal of economics and finance : a journal of financial economics studies
68
Finance research letters
67
Applied economics
65
NBER Working Paper
64
Applied financial economics
63
Applied mathematical finance
63
Journal of economic dynamics & control
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of financial economics
59
Economics letters
58
Econometric reviews
54
IZA Discussion Paper
54
The journal of computational finance
54
CESifo working papers
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Computational economics
52
Economic modelling
52
Finance and economics discussion series
51
Journal of financial and quantitative analysis : JFQA
50
Finance and stochastics
47
International review of financial analysis
47
The American economic review
46
International review of economics & finance : IREF
45
Labour economics : official journal of the European Association of Labour Economists
45
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ECONIS (ZBW)
69
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1
Volatility
expectations and returns
Lochstoer, Lars A.
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10013190478
Saved in:
2
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
3
Do cash flows of growth stocks really grow faster?
Chen, Huafeng Jason
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2279-2330
Persistent link: https://www.econbiz.de/10011764447
Saved in:
4
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:
5
Volatility
-managed portfolios
Moreira, Alan
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
Saved in:
6
Aggregate jump and
volatility
risk in the cross-section of stock returns
Cremers, Martijn
;
Halling, Michael
;
Weinbaum, David
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
Saved in:
7
Labor mobility : implications for asset pricing
Donangelo, Andrés
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1321-1346
Persistent link: https://www.econbiz.de/10010373327
Saved in:
8
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
9
Market expectations in the cross-section of present values
Kelly, Bryan T.
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
Saved in:
10
Trading complex assets
Carlin, Bruce Ian
;
Kogan, Shimon
;
Lowery, Richard
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1937-1960
Persistent link: https://www.econbiz.de/10010204837
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