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Campbell, John Y.
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1
Can standard preferences explain the prices of out of the money S&P 500 put
options
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
2005
Persistent link: https://www.econbiz.de/10003254568
Saved in:
2
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
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3
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
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4
No news is good news : an asyymmetric model of changing
volatility
in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
5
Alternative models for conditional stock
volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
6
Asymmetric
volatility
and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
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7
A dynamic structural model for stock return
volatility
and trading volume
Brock, William A.
;
LeBaron, Blake Dean
-
1995
Persistent link: https://www.econbiz.de/10000147476
Saved in:
8
Stock market
volatility
: ten years after the crash
Schwert, George William
-
1998
Persistent link: https://www.econbiz.de/10000655412
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9
Price momentum in stocks : insights from Victorian age data
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003791258
Saved in:
10
The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason
;
Campbell, John Y.
-
2009
Persistent link: https://www.econbiz.de/10003822202
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