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~isPartOf:"The review of financial studies"
~subject:"Investment Fund"
~subject:"Volatility"
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Journal of financial and quantitative analysis : JFQA
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
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1
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
2
Mutual fund tournaments : the sorting bias and new evidence
Schwarz, Christopher G.
- In:
The review of financial studies
25
(
2012
)
3
,
pp. 913-936
Persistent link: https://www.econbiz.de/10009515766
Saved in:
3
Idiosyncratic return volatility, cash flows, and product market competition
Irvine, Paul J.
;
Pontiff, Jeffrey
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10003827722
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4
FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.
;
Masulis, Ronald W.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
Saved in:
5
Out-of-sample performance of mutual fund predictors
Jones, Christopher S.
;
Mo, Haitao
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 149-193
Persistent link: https://www.econbiz.de/10012405807
Saved in:
6
Product market competition and option prices
Morellec, Erwan
;
Zhdanov, Alexei
- In:
The review of financial studies
32
(
2019
)
11
,
pp. 4343-4386
Persistent link: https://www.econbiz.de/10012135470
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7
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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8
The risk in hedge fund strategies : theory and evidence from trend followers
Fung, William
;
Hsieh, David A.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 313-341
Persistent link: https://www.econbiz.de/10001570560
Saved in:
9
Volatility spillover effects in European equity markets
Baele, Lieven
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10002975610
Saved in:
10
Mutual funds and bubbles : the surprising role of contractual incentives
Dass, Nishant
;
Massa, Massimo
;
Patgiri, Rajdeep
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 51-99
Persistent link: https://www.econbiz.de/10003716140
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