//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Upside and downside correlated...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
456
Kapitaleinkommen
456
Theorie
243
Theory
243
Börsenkurs
216
Share price
216
CAPM
203
Risikoprämie
201
Risk premium
201
Volatility
184
Volatilität
184
Estimation
159
Schätzung
159
USA
144
United States
144
Portfolio selection
123
Portfolio-Management
123
Forecasting model
98
Prognoseverfahren
98
Option pricing theory
79
Optionspreistheorie
79
Anlageverhalten
76
Behavioural finance
76
Risk
76
Risiko
74
Aktienmarkt
65
Stock market
65
Yield curve
61
Zinsstruktur
61
Investment Fund
48
Investmentfonds
48
Welt
48
World
48
Return predictability
40
Capital market returns
38
Kapitalmarktrendite
38
Ankündigungseffekt
35
Announcement effect
35
Stochastic process
31
Stochastischer Prozess
31
more ...
less ...
Online availability
All
Undetermined
319
Type of publication
All
Article
714
Type of publication (narrower categories)
All
Article in journal
711
Aufsatz in Zeitschrift
711
Language
All
English
714
Author
All
Fama, Eugene F.
10
Bali, Turan G.
9
Bakshi, Gurdip S.
8
Chordia, Tarun
8
French, Kenneth Ronald
8
Subrahmanyam, Avanidhar
8
Jacobs, Kris
7
Zhou, Guofu
7
Christoffersen, Peter F.
6
Harvey, Campbell R.
6
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Moskowitz, Tobias J.
6
Santa-Clara, Pedro
6
Ang, Andrew
5
Bessembinder, Hendrik
5
Bollerslev, Tim
5
Da, Zhi
5
Hong, Harrison G.
5
Keloharju, Matti
5
Liu, Yan
5
Longstaff, Francis A.
5
Lou, Dong
5
Pedersen, Lasse Heje
5
Richardson, Matthew
5
Sarno, Lucio
5
Yuan, Yu
5
Albuquerque, Rui
4
Avramov, Doron
4
Aït-Sahalia, Yacine
4
Bai, Jennie
4
Barber, Brad M.
4
Bekaert, Geert
4
Brown, Stephen J.
4
Carr, Peter
4
Chan, Kalok
4
Della Corte, Pasquale
4
Edelen, Roger M.
4
Goldstein, Robert S.
4
Hirshleifer, David
4
more ...
less ...
Published in...
All
Journal of financial economics
NBER working paper series
1,385
Finance research letters
1,302
Working paper / National Bureau of Economic Research, Inc.
1,298
Journal of banking & finance
1,145
NBER Working Paper
1,126
International review of financial analysis
910
Energy economics
862
European journal of operational research : EJOR
806
Applied economics
751
The journal of futures markets
741
International review of economics & finance : IREF
730
International journal of theoretical and applied finance
715
Applied financial economics
645
Journal of empirical finance
637
Economics letters
628
Economic modelling
617
Journal of econometrics
617
Applied economics letters
595
The journal of finance : the journal of the American Finance Association
589
The North American journal of economics and finance : a journal of financial economics studies
582
Discussion paper / Centre for Economic Policy Research
578
IMF Working Papers
544
Journal of international financial markets, institutions & money
534
Research in international business and finance
528
The review of financial studies
527
Pacific-Basin finance journal
525
Journal of international money and finance
520
Working paper
504
The European journal of finance
461
Journal of economic dynamics & control
453
Journal of financial and quantitative analysis : JFQA
435
Insurance / Mathematics & economics
429
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
402
Quantitative finance
396
Journal of risk and financial management : JRFM
381
Review of quantitative finance and accounting
375
Discussion paper / Tinbergen Institute
374
Management science : journal of the Institute for Operations Research and the Management Sciences
374
CESifo working papers
365
more ...
less ...
Source
All
ECONIS (ZBW)
714
Showing
1
-
10
of
714
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
3
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:
4
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
5
Volatility
and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
6
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
7
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
8
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
9
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:
10
Differences in beliefs and currency risk premiums
Beber, Alessandro
;
Breedon, Francis J.
;
Buraschi, Andrea
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 415-438
Persistent link: https://www.econbiz.de/10008827023
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->