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~isPartOf:"Journal of financial economics"
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Journal of financial economics
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1
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
2
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
3
One fundamental and two taxes : when does a Tobin tax reduce financial price
volatility
?
Deng, Yongheng
;
Liu, Xin
;
Wei, Shang-jin
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 663-692
Persistent link: https://www.econbiz.de/10012051363
Saved in:
4
Asset pricing with
arbitrage
activity
Hugonnier, Julien
;
Prieto, Rodolfo
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10011347464
Saved in:
5
Absolving beta of
volatility
's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
Saved in:
6
Maximum likelihood estimation of stochastic
volatility
models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Saved in:
7
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
Saved in:
8
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
9
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
10
Trading frenzies and their impact on real investment
Goldstein, Itay
;
Ozdenoren, Emre
;
Yuan, Kathy
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 566-582
Persistent link: https://www.econbiz.de/10009784160
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