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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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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
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A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng; Yang, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
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Stock return asymmetry : beyond skewness
Jiang, Lei; Wu, Ke; Zhou, Guofu; Zhu, Yifeng - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 357-386
Persistent link: https://www.econbiz.de/10012195585