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The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren; Karolyi, G. Andrew; Salva, Carolina - In: Journal of financial economics 81 (2006) 1, pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
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Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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Interpreting the great moderation : changes in the volatility of economic activity at the macro and micro levels
Davis, Steven J.; Kahn, James A. - In: The journal of economic perspectives : EP ; a journal … 22 (2008) 4, pp. 155-180
Persistent link: https://www.econbiz.de/10003810169
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The information content of idiosyncratic volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
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The rising instability of US earnings
Gottschalk, Peter; Moffitt, Robert A. - In: The journal of economic perspectives : EP ; a journal … 23 (2009) 4, pp. 3-24
Persistent link: https://www.econbiz.de/10003929784