Narrow search
Showing 1 - 10 of 187
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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