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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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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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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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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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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
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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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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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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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Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco; Fengler, Matthias - In: Journal of banking & finance 61 (2015), pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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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