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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Capital income
377
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Titman, Sheridan
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Bollerslev, Tim
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Collin-Dufresne, Pierre
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Harvey, Campbell R.
4
Longstaff, Francis A.
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Lynch, Anthony W.
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Whaley, Robert E.
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Ang, Andrew
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3
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3
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American Finance Association
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
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Economics letters
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NBER working paper series
1,351
Working paper / National Bureau of Economic Research, Inc.
1,229
NBER Working Paper
1,188
Finance research letters
1,175
Journal of banking & finance
935
European journal of operational research : EJOR
925
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844
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International review of financial analysis
823
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Econometric theory
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
520
International journal of theoretical and applied finance
512
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497
Pacific-Basin finance journal
492
Research in international business and finance
480
The journal of futures markets
475
Insurance / Mathematics & economics
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Journal of international financial markets, institutions & money
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of economic dynamics & control
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The European journal of finance
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CESifo working papers
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Journal of risk and financial management : JRFM
386
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
382
Journal of international money and finance
378
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
493
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1
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
2
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
4
The impact of jumps in
volatility
and returns
Eraker, Bjørn
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 1269-1300
Persistent link: https://www.econbiz.de/10001762606
Saved in:
5
Risk-adjusting the returns to venture capital
Korteweg, Arthur
;
Nagel, Stefan
- In:
The journal of finance : the journal of the American …
71
(
2016
)
3
,
pp. 1437-1470
Persistent link: https://www.econbiz.de/10011613570
Saved in:
6
Unspanned stochastic
volatility
: evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
7
Do stock prices and
volatility
jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
Saved in:
8
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
9
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic
volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
10
The stochastic
volatility
of short-term interest rates : some international evidence
Ball, Clifford A.
;
Torous, Walter N.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2339-2359
Persistent link: https://www.econbiz.de/10001496844
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