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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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Founder-CEOs, investment decisions, and stock market performance
Fahlenbrach, Rüdiger - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 439-466
Persistent link: https://www.econbiz.de/10003865572
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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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Organizational complexity and succession planning
Naveen, Lalitha - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 661-684
Persistent link: https://www.econbiz.de/10003374653
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Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
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Do market timing hedge funds time the market?
Chen, Yong; Liang, Bing - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 827-856
Persistent link: https://www.econbiz.de/10003586786
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Fund flow volatility and performance
Rakowski, David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 223-237
Persistent link: https://www.econbiz.de/10003984459
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A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 527-551
Persistent link: https://www.econbiz.de/10009153191