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~isPartOf:"Journal of financial economics"
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Fama, Eugene F.
10
Bali, Turan G.
8
French, Kenneth Ronald
8
Harvey, Campbell R.
7
Jacobs, Kris
7
Subrahmanyam, Avanidhar
7
Chordia, Tarun
6
Christoffersen, Peter F.
6
Linnainmaa, Juhani
6
Moskowitz, Tobias J.
6
Zhou, Guofu
6
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5
Bollerslev, Tim
5
Da, Zhi
5
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5
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5
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5
Keloharju, Matti
5
Liu, Yan
5
Lou, Dong
5
Pedersen, Lasse Heje
5
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5
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5
Ang, Andrew
4
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4
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4
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4
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4
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4
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4
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4
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4
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4
Richardson, Matthew
4
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4
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4
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4
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Journal of financial economics
Finance research letters
1,350
NBER working paper series
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1,210
International review of financial analysis
1,008
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991
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650
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627
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621
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578
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569
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564
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554
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543
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528
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456
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420
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419
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407
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395
IMF Working Papers
394
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392
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390
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389
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347
International journal of theoretical and applied finance
345
CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
318
International journal of economics and financial issues : IJEFI
307
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300
International journal of finance & economics : IJFE
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ECONIS (ZBW)
636
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1
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
2
The distribution of realized stock return
volatility
Andersen, Torben
(
contributor
)
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
Saved in:
3
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
4
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
5
Stock returns after major price shocks : the impact of information
Savor, Pavel
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
Saved in:
6
"Déjà vol" : predictive regressions for aggregate stock market
volatility
using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
7
Is momentum really momentum?
Novy-Marx, Robert
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
Saved in:
8
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
9
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
10
Average skewness matters
Jondeau, Eric
;
Zhang, Qunzi
;
Zhu, Xiaoneng
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10012166774
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