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The review of financial studies
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1
Average idiosyncratic
volatility
in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
2
The strategic underreporting of bank risk
Begley, Taylor A.
;
Purnanandam, Amiyatosh
;
Zheng, Kuncheng
- In:
The review of financial studies
30
(
2017
)
10
,
pp. 3376-3415
Persistent link: https://www.econbiz.de/10011755731
Saved in:
3
Investor sentiment and option prices
Han, Bing
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
Saved in:
4
The spline-GARCH model for low-frequency
volatility
and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
5
A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao
;
Wells, Martin T.
;
Yu, Cindy L.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
Saved in:
6
Asset allocation with a high dimensional latent factor stochastic
volatility
model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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7
The effect of introducing a non-redundant derivative on the
volatility
of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
The review of financial studies
22
(
2009
)
6
,
pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
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8
Do investors trade more when stocks have performed well? : evidence from 46 countries
Griffin, John M.
;
Nardari, Federico
;
Stulz, René M.
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 905-951
Persistent link: https://www.econbiz.de/10003554656
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9
Return reversals, idiosyncratic risk, and expected returns
Huang, Wei
;
Liu, Qianqiu
;
Rhee, S. Ghon
;
Zhang, Liang
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 147-168
Persistent link: https://www.econbiz.de/10003941602
Saved in:
10
Learning from prices and the dispersion in beliefs
Banerjee, Snehal
- In:
The review of financial studies
24
(
2011
)
9
,
pp. 3025-3068
Persistent link: https://www.econbiz.de/10009373070
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