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~isPartOf:"Journal of financial econometrics"
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Capital income
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Hasbrouck, Joel
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Journal of financial econometrics
NBER working paper series
1,342
Working paper / National Bureau of Economic Research, Inc.
1,241
Finance research letters
1,237
Journal of banking & finance
1,117
Journal of financial economics
1,044
NBER Working Paper
991
The journal of finance : the journal of the American Finance Association
988
International review of financial analysis
946
Pacific-Basin finance journal
721
Applied financial economics
674
Journal of financial and quantitative analysis : JFQA
665
The review of financial studies
665
International review of economics & finance : IREF
664
Applied economics
609
Applied economics letters
574
Journal of empirical finance
544
Research in international business and finance
518
Discussion paper / Centre for Economic Policy Research
517
Review of quantitative finance and accounting
510
Journal of international financial markets, institutions & money
498
The journal of corporate finance : contracting, governance and organization
487
The North American journal of economics and finance : a journal of financial economics studies
461
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
432
Economics letters
429
The European journal of finance
413
Economic modelling
377
Energy economics
358
Management science : journal of the Institute for Operations Research and the Management Sciences
341
International journal of economics and finance
326
The journal of futures markets
319
CESifo working papers
315
Working paper
313
Journal of international money and finance
306
Journal of risk and financial management : JRFM
300
Journal of financial markets
294
International journal of economics and financial issues : IJEFI
270
Research paper series / Swiss Finance Institute
270
Global finance journal
269
The financial review : the official publication of the Eastern Finance Association
269
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
71
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1
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
2
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
3
How does post-earnings announcement sentiment affect firms' dynamics? : new evidence from causal machine learning
Audrino, Francesco
;
Chassot, Jonathan
;
Huang, Chen
; …
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 575-604
Persistent link: https://www.econbiz.de/10015045165
Saved in:
4
A mixed frequency stochastic volatility model for intraday stock market returns
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10012654963
Saved in:
5
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
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6
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
7
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
8
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
9
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
10
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
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