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The review of financial studies
Discussion paper / Department of Economics, University of California San Diego
44
NYU Working Paper
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Journal of econometrics
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
Saved in:
2
Does beta move with news? : firm-specific information flows and learning about profitability
Patton, Andrew J.
;
Verardo, Michela
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2789-2839
Persistent link: https://www.econbiz.de/10009630188
Saved in:
3
Are "Market Neutral" Hedge Funds Really Market Neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2013
)
7
,
pp. 2495-2494
Persistent link: https://www.econbiz.de/10010114142
Saved in:
4
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
Patton, Andrew J.
;
Verardo, Michela
- In:
The review of financial studies
25
(
2013
)
9
,
pp. 2789-2788
Persistent link: https://www.econbiz.de/10010114251
Saved in:
5
Risk price variation : the missing half of empirical asset pricing
Patton, Andrew J.
;
Weller, Brian M.
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5127-5184
Persistent link: https://www.econbiz.de/10013400158
Saved in:
6
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:
7
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
8
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
9
Structural GARCH : the volatility-leverage connection
Engle, Robert F.
;
Siriwardane, Emil N.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 449-492
Persistent link: https://www.econbiz.de/10011925224
Saved in:
10
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
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