Narrow search
Showing 1 - 5 of 5
Cover Image
The information content of idiosyncratic volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
Cover Image
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
Arshanapalli, Bala Gangadhar; Nelson, William; Switzer, … - In: Applied financial economics 20 (2010) 16/18, pp. 1257-1267
Persistent link: https://www.econbiz.de/10009010948
Cover Image
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Cover Image
SOES trading and market volatility
Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
Cover Image
Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638