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person:"Lakonishok, Josef"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~person:"Timmermann, Allan"
~person:"Warnock, Francis E."
~subject:"United States"
~subject:"Volatility"
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Volatility
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Lakonishok, Josef
Gil-Alaña, Luis A.
Ma, Feng
Timmermann, Allan
Warnock, Francis E.
Gupta, Rangan
116
Bollerslev, Tim
74
Caporale, Guglielmo Maria
67
Diebold, Francis X.
65
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52
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48
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48
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43
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37
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37
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35
Harvey, Campbell R.
35
Andersen, Torben
33
McMillan, David G.
31
Bali, Turan G.
30
Engle, Robert F.
30
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29
Ang, Andrew
28
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28
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27
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24
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23
Guidolin, Massimo
23
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23
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22
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1
Corporate governance through the proxy contest : evidence and implications
Ikenberry, David
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
Saved in:
2
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
3
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
4
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
Saved in:
5
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
6
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
7
Are insiders' trades informative?
Lakonishok, Josef
;
Lee, Inmoo
-
1998
Persistent link: https://www.econbiz.de/10000673936
Saved in:
8
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
9
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
-
1999
Persistent link: https://www.econbiz.de/10001399757
Saved in:
10
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
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