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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Kapitalmarktrendite"
~subject:"Volatility"
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Kapitalmarktrendite
Volatility
USA
809
United States
808
Capital income
248
Kapitaleinkommen
248
Börsenkurs
224
Share price
223
Portfolio selection
179
Portfolio-Management
179
Theorie
155
Theory
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Behavioural finance
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Aktienmarkt
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Risikoprämie
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Risk premium
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Financial analysis
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Finanzanalyse
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128
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Chordia, Tarun
4
Jiang, George J.
4
Bali, Turan G.
3
Stivers, Christopher T.
3
Subrahmanyam, Avanidhar
3
Zhou, Guofu
3
Cao, Jie
2
Chen, Yong
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Cheng, Si
2
Connolly, Robert A.
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DeMiguel, Victor
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Guo, Hui
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Han, Bing
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Han, Yufeng
2
Kapadia, Nishad
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Lin, Tse-Chun
2
Maio, Paulo
2
Massa, Massimo
2
Trigeorgis, Lenos
2
Wang, Na
2
Yao, Tong
2
Ahn, Seung Chan
1
Akbas, Ferhat
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Anderson, Mike
1
Aragon, George O.
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Armstrong, Will J.
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Augustin, Patrick
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Avino, Davide E.
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
295
Finance research letters
291
International review of financial analysis
216
Journal of banking & finance
213
The review of financial studies
191
Energy economics
183
International review of economics & finance : IREF
174
The journal of futures markets
168
Journal of empirical finance
164
NBER working paper series
164
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of financial economics
154
Applied economics
147
Economic modelling
135
Journal of international financial markets, institutions & money
133
Research in international business and finance
130
Applied financial economics
129
Discussion paper / Centre for Economic Policy Research
128
NBER Working Paper
123
The journal of finance : the journal of the American Finance Association
112
Pacific-Basin finance journal
110
Journal of econometrics
107
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
104
Journal of risk and financial management : JRFM
96
Applied economics letters
95
Working paper
92
Journal of international money and finance
86
Economics letters
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
The European journal of finance
72
Research paper series / Swiss Finance Institute
69
Discussion paper / Tinbergen Institute
63
International journal of finance & economics : IJFE
60
International journal of forecasting
60
CESifo working papers
59
Review of quantitative finance and accounting
59
Global finance journal
58
Swiss Finance Institute Research Paper
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
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ECONIS (ZBW)
128
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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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