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~isPartOf:"Journal of financial economics"
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Volatility
191
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191
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158
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158
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157
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155
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131
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Bali, Turan G.
7
Jacobs, Kris
7
Bakshi, Gurdip S.
6
Christoffersen, Peter F.
6
Bollerslev, Tim
5
Ornthanalai, Chayawat
4
Santa-Clara, Pedro
4
Sarno, Lucio
4
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
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3
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3
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3
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3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Ghysels, Eric
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Harvey, Campbell R.
3
Jiang, Hao
3
Jones, Charles M.
3
Kelly, Bryan T.
3
Li, Sophia Zhengzi
3
Liu, Yan
3
Morellec, Erwan
3
Newton, David P.
3
Pan, Jun
3
Panageas, Stauros
3
Panayotov, George
3
Robotti, Cesare
3
Savor, Pavel
3
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3
Zhang, Chu
3
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2
Agarwal, Vikas
2
Ai, Hengjie
2
Allen, Franklin
2
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Journal of financial economics
MPRA Paper
1,416
NBER working paper series
1,221
Finance research letters
1,050
Working paper / National Bureau of Economic Research, Inc.
1,022
NBER Working Paper
933
Energy economics
845
Journal of banking & finance
730
NBER Working Papers
705
Working Paper
686
CESifo working papers
651
Economics letters
644
Applied economics
614
International review of financial analysis
605
International journal of theoretical and applied finance
598
Working paper
595
The journal of futures markets
592
International review of economics & finance : IREF
542
Discussion paper / Centre for Economic Policy Research
533
Research paper series / Swiss Finance Institute
528
CESifo Working Paper
527
CEPR Discussion Papers
518
Economic modelling
513
European journal of operational research : EJOR
507
Insurance / Mathematics & economics
491
ECB Working Paper
483
Discussion paper / Tinbergen Institute
454
The North American journal of economics and finance : a journal of financial economics studies
450
Applied economics letters
435
Journal of economic dynamics & control
410
Research in international business and finance
408
Journal of econometrics
405
Journal of risk and financial management : JRFM
400
Economics Papers from University Paris Dauphine
398
Risks : open access journal
382
Journal of empirical finance
369
IZA Discussion Papers
366
Journal of Banking & Finance
366
Swiss Finance Institute Research Paper
356
CESifo Working Paper Series
353
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ECONIS (ZBW)
396
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1
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396
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1
The
risk
premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
2
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:
3
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
Saved in:
4
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
5
Cross-section of option returns and
volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
6
Jump
risk
, stock returns, and slope of implied
volatility
smile
Yan, Shu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
Saved in:
7
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
8
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
9
Are banks happy when managers go long? : the
information
content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
10
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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