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Ambiguity, information quality, and asset pricing
Epstein, Larry G.; Schneider, Martin - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 197-228
Persistent link: https://www.econbiz.de/10003821586
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Price volatility and investor behavior in an overlapping generations model with information asymmetry
Watanabe, Masahiro - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 229-272
Persistent link: https://www.econbiz.de/10003821591
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Volatility information trading in the option market
Ni, Sophie X.; Pan, Jun; Poteshman, Allen M. - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1059-1091
Persistent link: https://www.econbiz.de/10003822210
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Stock returns and volatility : pricing the short-run and long-run components of market risk
Adrian, Tobias; Rosenberg, Joshua V. - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
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To react or not? : technology shocks, fiscal policy and welfare in the EU-3
Malley, James R.; Philippopulos, Apostolēs; Woitek, Ulrich - In: European economic review : EER 53 (2009) 6, pp. 689-714
Persistent link: https://www.econbiz.de/10003882535
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Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
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Disagreement and learning : dynamic patterns of trade
Banerjee, Snehal; Kremer, Ilan - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1269-1302
Persistent link: https://www.econbiz.de/10009011029
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Free cash flow, issuance costs, and stock prices
Décamps, Jean-Paul; Mariotti, Thomas; Rochet, Jean-Charles - In: The journal of finance : the journal of the American … 66 (2011) 5, pp. 1501-1544
Persistent link: https://www.econbiz.de/10009376350
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Exchange-rate volatility and trade : a semiparametric approach
Mukherjee, Debasri; Pozo, Susan - In: Applied economics 43 (2011) 13/15, pp. 1617-1627
Persistent link: https://www.econbiz.de/10009239338
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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092