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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
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
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Common risk factors in cryptocurrency
Liu, Yukun; Tsyvinski, Aleh; Wu, Xi - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 1133-1177
Persistent link: https://www.econbiz.de/10013190484
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The economic value of volatility timing
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
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The dynamics of discrete bid and ask quotes
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2109-2142
Persistent link: https://www.econbiz.de/10001496826
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A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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The cross-section of volatility and expected returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 259-299
Persistent link: https://www.econbiz.de/10003302327
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Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
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Individual investors and volatility
Foucault, Thierry; Sraer, David; Thesmar, David J. - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1369-1406
Persistent link: https://www.econbiz.de/10009267667