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Journal of financial and quantitative analysis : JFQA
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1
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:
2
Stock price jumps and cross-sectional return predictability
Jiang, George J.
;
Yao, Tong
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
Saved in:
3
Good
volatility
, bad
volatility
, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
4
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
5
Do measures of investor sentiment predict returns?
Neal, Robert S.
;
Wheatley, Simon M.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 523-547
Persistent link: https://www.econbiz.de/10001256374
Saved in:
6
Stock returns as predictors of interest rates and inflation
Titman, Sheridan
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10001063201
Saved in:
7
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
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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