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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
522
Journal of banking & finance
490
NBER working paper series
457
Journal of financial economics
403
Working paper / National Bureau of Economic Research, Inc.
394
Journal of economic dynamics & control
359
The journal of futures markets
332
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326
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319
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300
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277
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275
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262
The journal of computational finance
258
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240
European journal of operational research : EJOR
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The journal of derivatives : the official publication of the International Association of Financial Engineers
220
Journal of empirical finance
200
International review of financial analysis
182
Research paper series / Swiss Finance Institute
181
Review of derivatives research
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Management science : journal of the Institute for Operations Research and the Management Sciences
171
The North American journal of economics and finance : a journal of financial economics studies
169
The European journal of finance
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
150
Economics letters
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Energy economics
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Journal of econometrics
142
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Computational economics
137
Discussion paper / Centre for Economic Policy Research
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International journal of financial engineering
133
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ECONIS (ZBW)
185
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1
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
2
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
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3
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
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4
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:
5
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
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6
Risk management with leverage : evidence from project finance
Byoun, Soku
;
Kim, Jaemin
;
Yoo, Sean Sehyun
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
2
,
pp. 549-577
Persistent link: https://www.econbiz.de/10009790538
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7
Creditor rights, enforcement, and debt ownership structure : evidence from the global syndicated loan market
Esty, Benjamin C.
;
Megginson, William L.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001749498
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8
Investment and competition
Akdoğu, Evrim
;
MacKay, Peter
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 299-330
Persistent link: https://www.econbiz.de/10003729125
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9
Missed opportunities: optimal investment timing when information is costly
Guthrie, Graeme A.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003484148
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10
Growth options and related stock market anomalies : profitability, distress, lotteryness, and volatility
Bali, Turan G.
;
Del Viva, Luca
;
Lambertides, Neophytos
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
7
,
pp. 2150-2180
Persistent link: https://www.econbiz.de/10012307558
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