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Growth options, risk dynamics, and cost of capital : evidence from US corporate control transactions
Coy, Jeffrey M.; Garcia-Feijoo, Luis - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 562-576
Persistent link: https://www.econbiz.de/10013335955
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Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10010492635
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Model risk and option hedging
Giannetti, Antoine; Clark, John M.; Anderson, Randy I. - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
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Heterogenous relationship between IPO return and risk across idiosyncratic variance characteristics
Beneda, Nancy; Zhang, Yilei - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1298-1316
Persistent link: https://www.econbiz.de/10003903777
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Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - In: The quarterly review of economics and finance : journal … 53 (2013) 2, pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
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Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku; … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
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Uncertainty matters in US financial information spillovers : evidence from a directed acyclic graph approach
Su, Zhi; Liu, Peng; Fang, Tong - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 229-242
Persistent link: https://www.econbiz.de/10013334871
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Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.; Alhadab, Mohammad - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
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How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37
Persistent link: https://www.econbiz.de/10012417081