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~isPartOf:"Journal of financial economics"
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Capital income
7
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Bollerslev, Tim
7
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Journal of financial economics
Journal of econometrics
41
International journal of production research
26
The journal of finance : the journal of the American Finance Association
23
CREATES Research Papers
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Journal of Econometrics
22
NBER Working Paper
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Energy economics
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The journal of trading
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Working paper / National Bureau of Economic Research, Inc.
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The European Physical Journal B - Condensed Matter and Complex Systems
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Working paper / National Bureau of Economic Research, Inc
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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CFS Working Paper Series
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CREATES research paper
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Applied economics
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International review of financial analysis
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Journal of empirical finance
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Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of economics & finance : IREF
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Journal of Finance
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Journal of international money and finance
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Finance and economics discussion series
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International journal of production economics
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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Journal of international financial markets, institutions & money
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Reliability engineering & system safety
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The review of economics and statistics
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1
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
3
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
6
The distribution of realized stock return volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10006512570
Saved in:
7
Risk and return: Long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10010104762
Saved in:
8
How much of the corporate bond spread is due to personal taxes?
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 599-636
Persistent link: https://www.econbiz.de/10003546278
Saved in:
9
Liquidity risk and expected corporate bond returns
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 628-650
Persistent link: https://www.econbiz.de/10009242273
Saved in:
10
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
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