//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"hrv"
~person:"Jacobs, Kris"
~subject:"Anlageverhalten"
~subject:"Behavioural finance"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
~type_genre:"Systematic review"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Anlageverhalten
Behavioural finance
Lieferkette
Theorie
USA
Volatility
United States
6
Option pricing theory
4
Optionspreistheorie
4
Theory
3
ARCH model
2
ARCH-Modell
2
Aktienoption
2
Risikoprämie
2
Risk premium
2
Stock option
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
1958-2019
1
1973-2009
1
1996-2004
1
1996-2009
1
1996-2010
1
2001-2010
1
2004-2012
1
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Capital income
1
Capital market returns
1
Commodity derivative
1
Core
1
Correlation
1
Credit derivative
1
Diversification
1
Diversifikation
1
Erdöl
1
Heteroscedasticity
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Sammlung
Systematic review
Aufsatz in Zeitschrift
7
Language
All
English
Croatian
Author
All
Jacobs, Kris
Stulz, René M.
14
Hirshleifer, David
13
Subrahmanyam, Avanidhar
13
Noe, Thomas H.
12
Longstaff, Francis A.
11
Titman, Sheridan
11
Edmans, Alex
10
Griffin, John M.
10
Ljungqvist, Alexander
10
Thakor, Anjan V.
10
Whited, Toni Marion
10
Başak, Suleyman
9
Dybvig, Philip H.
9
Foucault, Thierry
9
Nanda, Vikram
9
Zhang, Lu
9
Acharya, Viral V.
8
Back, Kerry E.
8
He, Zhiguo
8
Hoberg, Gerard
8
Hong, Harrison G.
8
Lu, Zheng
8
Massa, Massimo
8
Michaely, Roni
8
Morellec, Erwan
8
O'Hara, Maureen
8
Spiegel, Matthew
8
Zhu, Haoxiang
8
Bekaert, Geert
7
Christoffersen, Peter F.
7
Da, Zhi
7
Detemple, Jérôme B.
7
Erel, Isil
7
Fahlenbrach, Rüdiger
7
Goldstein, Itay
7
Maksimovic, Vojislav
7
Manso, Gustavo
7
Masulis, Ronald W.
7
Purnanandam, Amiyatosh
7
more ...
less ...
Published in...
All
The review of financial studies
Journal of financial economics
6
Journal of financial and quantitative analysis : JFQA
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of finance : the journal of the American Finance Association
2
Economics letters
1
International journal of forecasting
1
Journal of banking & finance
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 monetary economics
1
Review of asset pricing studies
1
Review of asset pricing studies : RAPS
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
3
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
4
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
5
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
6
Option valuation with conditional heteroskedasticity and nonnormality
Christoffersen, Peter F.
;
Elkamhi, Redouane
;
Feunou, Bruno
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10003969117
Saved in:
7
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->