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Asset Volatility
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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
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2
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.
;
Polson, Nicholas G.
;
Stroud, …
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
Saved in:
3
The impact of trades on daily
volatility
Avramov, Doron
;
Chordia, Tarum
;
Goyal, Amit
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1241-1277
Persistent link: https://www.econbiz.de/10003391757
Saved in:
4
Liquidity biases and the pricing of cross-sectional idiosyncratic
volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
5
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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6
Learning and asset-price jumps
Bansal, Ravi
;
Shaliastovich, Ivan
- In:
The review of financial studies
24
(
2011
)
8
,
pp. 2738-2780
Persistent link: https://www.econbiz.de/10009312622
Saved in:
7
Learning about CEO ability and stock return
volatility
Pan, Yihui
;
Wang, Tracy Yue
;
Weisbach, Michael S.
- In:
The review of financial studies
28
(
2015
)
6
,
pp. 1623-1666
Persistent link: https://www.econbiz.de/10011376073
Saved in:
8
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
9
Financial attention
Sicherman, Nachum
;
Loewenstein, George F.
;
Seppi, Duane J.
- In:
The review of financial studies
29
(
2016
)
4
,
pp. 863-897
Persistent link: https://www.econbiz.de/10011529972
Saved in:
10
Takeover bidding with signaling incentives
Liu, Tingjun
- In:
The review of financial studies
25
(
2012
)
2
,
pp. 522-556
Persistent link: https://www.econbiz.de/10009515805
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