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1
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
2
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
3
The MAX effect : European evidence
Walkshäusl, Christian
- In:
Journal of banking & finance
42
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010408454
Saved in:
4
A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran
;
Rajaratnam, Bala
;
Rajaratnam, Kanshukan
- In:
Journal of banking & finance
49
(
2014
),
pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
Saved in:
5
Short-term reversals, short-term momentum, and news-driven trading activity
Chiang, I-Hsuan Ethan
;
Kirby, Chris
;
Nie, Ziye Zoe
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012819653
Saved in:
6
Profitability, asset investment, and aggregate stock returns
Chue, Timothy K.
;
Xu, Jin Karen
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013533773
Saved in:
7
Performance of default-risk measures : the sample matters
Abinzano, Isabel
;
Gonzalez-Urteaga, Ana
;
Muga, Luis
; …
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521486
Saved in:
8
Do negative and positive equity returns share the same
volatility
dynamics?
Palandri, Alessandro
- In:
Journal of banking & finance
58
(
2015
),
pp. 486-505
Persistent link: https://www.econbiz.de/10011544048
Saved in:
9
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
10
Idiosyncratic
volatility
: an indicator of noise trading?
Aabo, Tom
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Journal of banking & finance
75
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011742157
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