Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
The economic value of volatility timing using "realized" volatility
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Journal of financial economics 67 (2003) 3, pp. 473-509
Persistent link: https://www.econbiz.de/10001739263
Cover Image
Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff - In: Journal of financial economics 49 (1998) 1, pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
Cover Image
Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638