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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
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The interactions between trading volume and volatility : evidence from the equity options markets
Park, Tae H.; Switzer, Lorne N.; Bedrossian, Robert - In: Applied financial economics 9 (1999) 6, pp. 627-637
Persistent link: https://www.econbiz.de/10001525295
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Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
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Empirical tests of chaotic dynamics in market volatility
Sengupta, Jati K. - In: Applied financial economics 5 (1995) 5, pp. 291-300
Persistent link: https://www.econbiz.de/10001189982
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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