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Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
354
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1
Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing
;
Lu, Lei
;
Zhou, Yi
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
Saved in:
2
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:
3
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:
4
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:
5
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
6
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:
7
Idiosyncratic
volatility
and the cross section of expected returns
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
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8
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:
9
The economic value of realized
volatility
: using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
10
Stock returns and the
volatility
of liquidity
Pereira, João Pedro
;
Zhang, Harold H.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1077-1110
Persistent link: https://www.econbiz.de/10008758042
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