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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Kapitalmarktrendite"
~subject:"Volatility"
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Kapitalmarktrendite
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USA
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Börsenkurs
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Chordia, Tarun
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Journal of financial and quantitative analysis : JFQA
Finance research letters
273
International review of financial analysis
154
Energy economics
144
The North American journal of economics and finance : a journal of financial economics studies
140
International review of economics & finance : IREF
130
Discussion paper / Centre for Economic Policy Research
121
Working paper / National Bureau of Economic Research, Inc.
115
The review of financial studies
107
Applied economics
100
Journal of banking & finance
96
Economic modelling
91
Pacific-Basin finance journal
89
Research in international business and finance
85
Journal of financial economics
83
Journal of empirical finance
82
Journal of international financial markets, institutions & money
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of econometrics
60
Applied economics letters
51
Quantitative finance
44
Journal of international money and finance
42
The journal of futures markets
42
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The European journal of finance
40
Economics letters
39
International journal of forecasting
39
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
35
International journal of finance & economics : IJFE
35
Journal of financial markets
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Global finance journal
32
Journal of economic dynamics & control
32
The journal of finance : the journal of the American Finance Association
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of financial econometrics
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Discussion papers / CEPR
27
Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Text-based industry momentum
Hoberg, Gerard
;
Phillips, Gordon M.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
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2
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
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3
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
4
Investor sentiment and mutual fund strategies
Massa, Massimo
;
Yadav, Vijay
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 699-727
Persistent link: https://www.econbiz.de/10011431015
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5
A synthesis of two factor estimation methods
Connor, Gregory
;
Korajczyk, Robert A.
;
Uhlaner, Robert T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
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6
Capital market efficiency and arbitrage efficacy
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin M.
; …
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
Saved in:
7
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
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8
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
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9
Do commodities add economic value in asset allocation? : new evidence from time-varying moments
Gao, Xin
;
Nardari, Federico
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011929447
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10
Dynamic portfolio choice with linear rebalancing rules
Moallemi, Ciamac C.
;
Sağlam, Mehmet
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1247-1278
Persistent link: https://www.econbiz.de/10011743945
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