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~isPartOf:"CREATES Research Papers"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"The American economic review"
~subject:"Theory"
~subject:"USA"
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An agent-based stochastic vola...
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Anlageverhalten
549
Behavioural finance
549
Capital income
168
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168
Portfolio selection
158
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158
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stochastic volatility
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39
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Hong, Harrison G.
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Branger, Nicole
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2
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Daniel, Kent
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Escobar, Marcos
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Gennaioli, Nicola
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2
Hirshleifer, David
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Jiang, Wei
2
Kirby, Chris
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Kirchler, Michael
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Malliaris, Anastasios G.
2
Malliaris, Steven
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Malmendier, Ulrike
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Moskowitz, Tobias J.
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Pantzalis, Christos
2
Shleifer, Andrei
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Stein, Jeremy C.
2
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Xiong, Wei
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Xu, Jiangmin
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Aabo, Tom
1
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Adam, Klaus
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CREATES Research Papers
International journal of theoretical and applied finance
Journal of banking & finance
Journal of financial economics
The American economic review
Working paper / National Bureau of Economic Research, Inc.
161
The review of financial studies
132
NBER working paper series
118
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95
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79
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66
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65
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1
Payoff complementarities and financial fragility : evidence from mutual fund outflows
Chen, Qi
;
Goldstein, Itay
;
Jiang, Wei
- In:
Journal of financial economics
97
(
2010
)
2
,
pp. 239-262
Persistent link: https://www.econbiz.de/10008648207
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2
Firm specific and macro herding by professional and amateur investors and their effects on market volatility
Venezia, Itzhak
;
Nashikkar, Amrut
;
Shapira, Zur Baruch
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1599-1609
Persistent link: https://www.econbiz.de/10009247630
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3
Herding on fundamental information : a comparative study
Galariotis, Emilios C.
;
Rong, Wu
;
Spyrou, Spyros I.
- In:
Journal of banking & finance
50
(
2015
),
pp. 589-598
Persistent link: https://www.econbiz.de/10010510181
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4
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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5
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
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6
Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
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7
Regime-switching recombining tree for option pricing
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 479-499
Persistent link: https://www.econbiz.de/10008904355
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8
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
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9
Exact pricing with stochastic volatility and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
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10
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
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