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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
Discussion paper / Department of Economics, University of California San Diego
43
Working paper / National Bureau of Economic Research, Inc.
26
Journal of econometrics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Handbook of Econometrics
17
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
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ERID working paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
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Working paper series / University of Zurich, Department of Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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5
Journal of financial economics
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Journal of monetary economics
5
CREATES research paper
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Discussion paper series / LSE Financial Markets Group
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Finance and economics discussion series
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Staff reports / Federal Reserve Bank of New York
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of economics and statistics
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced texts in econometrics
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Department of Economics discussion paper series / University of Oxford
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Economic Research Initiatives at Duke (ERID) Working Paper
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Handbooks in economics
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The journal of portfolio management : a publication of Institutional Investor
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Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadoral, Tarun
;
Streatfield, Michael
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 963-999
Persistent link: https://www.econbiz.de/10011317973
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2
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
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3
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
4
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
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