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It's SHO time! : short-sale price tests and market quality
Diether, Karl B.; Lee, Kuan-hui; Werner, Ingrid M. - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 37-73
Persistent link: https://www.econbiz.de/10003853066
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A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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Is the great moderation over? : an empirical analysis
Clark, Todd E. - In: Economic review 94 (2009) 4, pp. 5-42
Persistent link: https://www.econbiz.de/10008842094
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Equilibrium exhaustible resource price dynamics
Carlson, Murray; Khokher, Zeigham; Titman, Sheridan - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1663-1703
Persistent link: https://www.econbiz.de/10003522402
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The cross-section of volatility and expected returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 259-299
Persistent link: https://www.econbiz.de/10003302327
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The variability of IPO initial returns
Lowry, Michelle; Officer, Micah S.; Schwert, George William - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 425-465
Persistent link: https://www.econbiz.de/10003962177
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Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben; Benzoni, Luca - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
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Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn; Halling, Michael; Weinbaum, David - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
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Market expectations in the cross-section of present values
Kelly, Bryan T.; Pruitt, Seth - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047