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Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias - In: Journal of banking & finance 32 (2008) 2, pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
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A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie; Daigler, Robert T.; Dupoyet, Brice - In: Journal of banking & finance 32 (2008) 10, pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
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Realized volatility and transactions
Chan, Choon Chat; Fong, Wai-mun - In: Journal of banking & finance 30 (2006) 7, pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
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Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor; Chen, Peter; Wu, Chunchi - In: Journal of banking & finance 30 (2006) 5, pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
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Individual stock-option prices and credit spreads
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J.; … - In: Journal of banking & finance 32 (2008) 12, pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
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Mutual fund volatility timing and management fees
Giambona, Erasmo; Golec, Joseph - In: Journal of banking & finance 33 (2009) 4, pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
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Institutional ownership, volatility and dividends
Rubin, Amir; Smith, Daniel R. - In: Journal of banking & finance 33 (2009) 4, pp. 627-639
Persistent link: https://www.econbiz.de/10003820518
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Macroeconomic announcements and asymmetric volatility in bond returns
Goeij, Peter de; Marquering, Wessel A. - In: Journal of banking & finance 30 (2006) 10, pp. 2659-2680
Persistent link: https://www.econbiz.de/10003376418
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Durability of output and expected stock returns
Gomes, João F.; Kogan, Leonid; Yogo, Motohiro - In: Journal of political economy 117 (2009) 5, pp. 941-986
Persistent link: https://www.econbiz.de/10003936676