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Capital income
USA
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United States
290,511
Theorie
69,679
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68,590
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52,045
Share price
50,510
Volatility
40,454
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40,276
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31,364
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10,747
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9,032
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8,860
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Gupta, Rangan
144
Caporale, Guglielmo Maria
114
Zaremba, Adam
111
Bollerslev, Tim
80
Campbell, John Y.
75
McMillan, David G.
73
Bali, Turan G.
69
Diebold, Francis X.
69
Bekaert, Geert
64
Plastun, Alex
55
Pierdzioch, Christian
54
McAleer, Michael
53
Narayan, Paresh Kumar
52
Cakici, Nusret
50
Harvey, Campbell R.
50
Timmermann, Allan
48
Wohar, Mark E.
48
Bouri, Elie
46
Gil-Alaña, Luis A.
45
Zhou, Guofu
43
Engle, Robert F.
41
Ang, Andrew
40
Guo, Hui
40
Ma, Feng
39
Faff, Robert W.
38
Guidolin, Massimo
38
Lux, Thomas
38
Titman, Sheridan
38
Bohl, Martin T.
37
Andersen, Torben
36
Goetzmann, William N.
35
Stambaugh, Robert F.
35
Zhang, Lu
35
Subrahmanyam, Avanidhar
34
Chiang, Thomas C.
32
Grobys, Klaus
32
Tiwari, Aviral Kumar
32
Wang, Yudong
32
Lakonishok, Josef
31
Nitschka, Thomas
31
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National Bureau of Economic Research
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15
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14
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11
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9
OECD
8
Chambre de commerce et d'industrie de Paris
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Federal Reserve System / Division of Research and Statistics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Erasmus Research Institute of Management
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Gottfried Wilhelm Leibniz Universität Hannover
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Harvard Institute of Economic Research
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Judge Institute of Management Studies
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University of Exeter / Department of Economics
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William Davidson Institute <Ann Arbor, Mich.>
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Banco Central do Brasil
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Centre for New and Emerging Markets <London>
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Ekonomiska forskningsinstitutet <Stockholm>
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American Finance Association
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American Institute of Certified Public Accountants
1
American Management Association / Finance Division
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Association for Investment Management and Research
1
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Finance research letters
422
Working paper / National Bureau of Economic Research, Inc.
375
Journal of banking & finance
349
International review of financial analysis
336
Journal of financial economics
318
The journal of finance : the journal of the American Finance Association
293
Journal of empirical finance
266
International review of economics & finance : IREF
254
NBER working paper series
248
Pacific-Basin finance journal
231
The review of financial studies
224
Applied economics
203
Applied economics letters
189
The North American journal of economics and finance : a journal of financial economics studies
183
Applied financial economics
182
NBER Working Paper
182
Review of quantitative finance and accounting
177
Research in international business and finance
174
Journal of financial and quantitative analysis : JFQA
160
Journal of international financial markets, institutions & money
159
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
152
The European journal of finance
136
Economic modelling
134
Energy economics
128
Economics letters
121
Journal of risk and financial management : JRFM
114
The journal of real estate finance and economics
111
Management science : journal of the Institute for Operations Research and the Management Sciences
109
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
106
Journal of financial markets
104
Investment management and financial innovations
101
Journal of econometrics
99
International journal of economics and financial issues : IJEFI
98
International journal of economics and finance
97
Journal of international money and finance
91
International journal of finance & economics : IJFE
86
The financial review : the official publication of the Eastern Finance Association
85
Cogent economics & finance
84
Journal of economics and finance
83
Discussion paper / Centre for Economic Policy Research
80
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ECONIS (ZBW)
22,659
EconStor
3
Showing
1
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10
of
22,662
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date (newest first)
date (oldest first)
1
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
2
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
3
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
4
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
5
Implied idiosyncratic
volatility
and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
6
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
7
Volatility
risk and stock return predictability on global financial crises
Kongsilp, Worawuth
;
Mateus, Cesario
- In:
China finance review international
7
(
2017
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011797740
Saved in:
8
Variance premium and implied
volatility
in a low-liquidity option market
Astorino, Eduardo Sanchez
;
Chague, Fernando
; …
- In:
Revista brasileira de economia : RBE ; publicação de …
71
(
2017
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10011898770
Saved in:
9
Attention : implied
volatility
spreads and stock returns
Gao, Xuechen
;
Wang, Xuewu
;
Yan, Zhipeng
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10012312341
Saved in:
10
Realized GARCH, CBOE VIX, and the
volatility
risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
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