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Stock price fragility
Greenwood, Robin; Thesmar, David - In: Journal of financial economics 102 (2011) 3, pp. 471-490
Persistent link: https://www.econbiz.de/10009409752
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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
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Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus; Strømberg, Jacob - In: Journal of financial economics 111 (2014) 1, pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
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Quadratic variance swap models
Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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U.S. stock market crash risk, 1926–2010
Bates, David S. - In: Journal of financial economics 105 (2012) 2, pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
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Expected returns and expected dividend growth
Lettau, Martin; Ludvigson, Sydney C. - In: Journal of financial economics 76 (2005) 3, pp. 583-626
Persistent link: https://www.econbiz.de/10002878260
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Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff - In: Journal of financial economics 49 (1998) 1, pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
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The market reaction to international cross-listings : evidence from depositary receipts
Miller, Darius P. - In: Journal of financial economics 51 (1999) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10001252422
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The term structures of equity and interest rates
Lettau, Martin; Wachter, Jessica - In: Journal of financial economics 101 (2011) 1, pp. 90-113
Persistent link: https://www.econbiz.de/10009242970