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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Kapitalmarktrendite"
~subject:"Theorie"
~subject:"Volatility"
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Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
2,044
NBER working paper series
856
Discussion paper / Centre for Economic Policy Research
670
Journal of banking & finance
667
NBER Working Paper
661
European journal of operational research : EJOR
645
Finance research letters
541
The review of financial studies
477
CESifo working papers
443
Journal of financial economics
437
Working paper
436
The journal of finance : the journal of the American Finance Association
427
Economics letters
418
Applied economics
399
Journal of economic dynamics & control
398
The American economic review
382
Insurance / Mathematics & economics
355
International review of financial analysis
355
Discussion paper series / IZA
330
Economic modelling
328
Journal of empirical finance
327
International review of economics & finance : IREF
302
The journal of futures markets
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
294
Journal of monetary economics
290
The review of economics and statistics
267
American journal of agricultural economics
263
Applied economics letters
261
The North American journal of economics and finance : a journal of financial economics studies
255
Energy economics
254
Management science : journal of the Institute for Operations Research and the Management Sciences
252
Finance and economics discussion series
251
Research paper series / Swiss Finance Institute
248
Computers & operations research : and their applications to problems of world concern ; an international journal
247
Discussion paper / Tinbergen Institute
243
Journal of econometrics
238
Journal of international money and finance
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ECONIS (ZBW)
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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
Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001661618
Saved in:
3
Performance characteristics of hedge funds and commodity funds : natural vs. spurious biases
Fung, William
;
Hsieh, David A.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 291-307
Persistent link: https://www.econbiz.de/10001522458
Saved in:
4
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:
5
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
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6
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
7
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:
8
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:
9
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:
10
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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