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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Yao, Tong"
~subject:"Capital income"
~subject:"Volatility"
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Applied financial economics
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Pacific-Basin finance journal
1
The review of financial studies
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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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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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