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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Kapitalmarktrendite"
~subject:"Managers"
~subject:"Volatility"
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Kapitalmarktrendite
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809
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Chordia, Tarun
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
433
Finance research letters
305
The review of financial studies
259
Journal of financial economics
244
International review of financial analysis
241
Journal of banking & finance
233
NBER working paper series
190
International review of economics & finance : IREF
188
Energy economics
184
The journal of finance : the journal of the American Finance Association
180
Journal of empirical finance
174
The journal of futures markets
168
The North American journal of economics and finance : a journal of financial economics studies
165
Discussion paper / Centre for Economic Policy Research
163
Applied economics
153
Research in international business and finance
136
Applied financial economics
135
Economic modelling
135
Journal of international financial markets, institutions & money
134
NBER Working Paper
134
Pacific-Basin finance journal
121
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
121
Journal of econometrics
107
Applied economics letters
104
Journal of risk and financial management : JRFM
98
Working paper
94
Academy of Management journal : AMJ
90
Review of quantitative finance and accounting
88
Journal of international money and finance
87
Economics letters
82
Research paper series / Swiss Finance Institute
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
The European journal of finance
75
CESifo working papers
71
Discussion paper / Tinbergen Institute
68
The journal of corporate finance : contracting, governance and organization
64
Management science : journal of the Institute for Operations Research and the Management Sciences
63
International journal of finance & economics : IJFE
62
Global finance journal
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ECONIS (ZBW)
176
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1
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
Saved in:
2
Text-based industry momentum
Hoberg, Gerard
;
Phillips, Gordon M.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
Saved in:
3
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
4
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Analyst disagreement and aggregate volatility risk
Barinov, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1877-1900
Persistent link: https://www.econbiz.de/10010388244
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