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Option pricing theory
81
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Jacobs, Kris
5
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Journal of financial economics
International journal of theoretical and applied finance
491
Journal of econometrics
437
Mathematical finance : an international journal of mathematics, statistics and financial theory
289
Finance and stochastics
280
The journal of futures markets
266
The journal of computational finance
256
Applied mathematical finance
251
Journal of banking & finance
232
Quantitative finance
210
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Economics letters
190
Review of derivatives research
172
European journal of operational research : EJOR
161
Insurance / Mathematics & economics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of economic dynamics & control
147
Econometric reviews
144
Finance research letters
138
Econometric theory
130
Computational economics
126
International journal of financial engineering
119
Journal of mathematical finance
113
Research paper series / Swiss Finance Institute
111
Applied economics letters
109
Risks : open access journal
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NBER working paper series
101
CEMMAP working papers / Centre for Microdata Methods and Practice
99
The European journal of finance
96
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
Applied economics
86
Asia-Pacific financial markets
84
Discussion paper / Tinbergen Institute
81
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80
SFB 649 discussion paper
79
NBER Working Paper
78
The econometrics journal
78
Economic modelling
77
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
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ECONIS (ZBW)
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1
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
Saved in:
2
Does ambiguity matter? : estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee
;
Kim, Hwagyun
;
Park, Joon Y.
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10011347485
Saved in:
3
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
4
Uniformly least powerful tests of market efficiency
Loughran, Tim
;
Ritter, Jay
- In:
Journal of financial economics
55
(
2000
)
3
,
pp. 361-389
Persistent link: https://www.econbiz.de/10001449056
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5
Control benefits and CEO discipline in automatic bankruptcy auctions
Eckbo, B. Espen
;
Thorburn, Karin S.
- In:
Journal of financial economics
69
(
2003
)
1
,
pp. 227-258
Persistent link: https://www.econbiz.de/10001769874
Saved in:
6
Lucky factors
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
141
(
2021
),
pp. 413-435
Persistent link: https://www.econbiz.de/10013259772
Saved in:
7
Lucky factors
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 413-435
Persistent link: https://www.econbiz.de/10013259856
Saved in:
8
How much should we trust staggered difference-in-differences estimates?
Baker, Andrew
;
Larcker, David F.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 370-395
Persistent link: https://www.econbiz.de/10013413101
Saved in:
9
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
10
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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