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~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Forecasting model"
~subject:"Theory"
~subject:"USA"
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An agent-based stochastic vola...
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Forecasting model
Theory
USA
Anlageverhalten
490
Behavioural finance
490
Capital income
162
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162
Börsenkurs
147
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147
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142
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Hong, Harrison G.
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Huang, Shiyang
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Wurgler, Jeffrey
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Seo, Sung Won
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CREATES Research Papers
Journal of banking & finance
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
161
The review of financial studies
135
NBER working paper series
123
The journal of finance : the journal of the American Finance Association
96
Finance research letters
87
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79
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International review of financial analysis
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42
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Economics letters
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39
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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Pacific-Basin finance journal
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Applied economics
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SpringerLink / Bücher
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
27
The journal of futures markets
27
The American economic review
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Review of finance : journal of the European Finance Association
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Applied economics letters
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ECONIS (ZBW)
156
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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
Saved in:
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
Saved in:
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
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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6
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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7
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
8
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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9
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
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10
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
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