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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Capital income
Volatilität
Anlageverhalten
603
Behavioural finance
603
Kapitaleinkommen
187
Börsenkurs
172
Portfolio selection
172
Portfolio-Management
172
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172
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132
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132
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85
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Subrahmanyam, Avanidhar
6
Huang, Shiyang
5
Yuan, Yu
4
Chou, Pin-huang
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Hirshleifer, David
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Yu, Jianfeng
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Akhtar, Shumi
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Günaydin, A. Doruk
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Indriawan, Ivan
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Jiang, Danling
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Keloharju, Matti
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
165
International review of financial analysis
116
Pacific-Basin finance journal
116
International review of economics & finance : IREF
77
The North American journal of economics and finance : a journal of financial economics studies
68
Applied economics
65
Journal of empirical finance
60
Research in international business and finance
55
Review of quantitative finance and accounting
54
Management science : journal of the Institute for Operations Research and the Management Sciences
49
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
48
Applied economics letters
46
Quantitative finance
46
Economic modelling
45
International journal of theoretical and applied finance
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Journal of economic dynamics & control
43
NBER working paper series
43
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
41
Journal of econometrics
36
The European journal of finance
36
Working paper / National Bureau of Economic Research, Inc.
36
Discussion paper / Tinbergen Institute
35
Discussion papers / CEPR
35
Journal of international financial markets, institutions & money
33
The journal of finance : the journal of the American Finance Association
33
Journal of financial markets
32
Energy economics
31
NBER Working Paper
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Investment management and financial innovations
30
Research paper series / Swiss Finance Institute
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Working paper
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Journal of behavioral and experimental finance
28
Journal of financial and quantitative analysis : JFQA
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
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ECONIS (ZBW)
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1
Do mutual funds herd in industries
Celiker, Umut
;
Chowdhury, Jaideep
;
Sonaer, Gokhan
- In:
Journal of banking & finance
52
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
Saved in:
2
Mutual fund herding in response to hedge fund herding and the impacts on stock prices
Jiao, Yawen
;
Ye, Pengfei
- In:
Journal of banking & finance
49
(
2014
),
pp. 131-148
Persistent link: https://www.econbiz.de/10010508058
Saved in:
3
COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
Rubbaniy, Ghulame
;
Polyzos, Stathis
;
Rizvi, Kumail Abbas
; …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013169956
Saved in:
4
Institutional investors and stock return anomalies
Edelen, Roger M.
;
Ince, Ozgur S.
;
Kadlec, Gregory B.
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 472-488
Persistent link: https://www.econbiz.de/10011589910
Saved in:
5
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
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6
Institutional herding and its price impact : Evidence from the corporate bond market
Cai, Fang
;
Han, Song
;
Li, Dan
;
Li, Yi
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 139-167
Persistent link: https://www.econbiz.de/10012130837
Saved in:
7
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
8
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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9
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
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10
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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