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Share price
Theorie
623,519
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608,621
Risk
44,500
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44,044
USA
43,850
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42,641
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31,515
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30,736
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21,303
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16,998
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16,895
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14,535
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14,270
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13,932
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13,898
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13,003
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12,975
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12,956
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12,893
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12,752
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12,516
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12,405
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11,875
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11,574
Risk management
11,165
CAPM
10,815
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10,740
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10,579
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10,468
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Gupta, Rangan
59
Caporale, Guglielmo Maria
49
Lux, Thomas
44
Hautsch, Nikolaus
41
Veronesi, Pietro
36
Bloom, Nicholas
34
Campbell, John Y.
33
Dow, James
32
Härdle, Wolfgang
32
Foucault, Thierry
30
Bali, Turan G.
29
Gil-Alaña, Luis A.
26
Stambaugh, Robert F.
26
Timmermann, Allan
26
Weber, Michael
26
Westerhoff, Frank H.
26
Gorton, Gary
25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
25
Bekaert, Geert
23
Grammig, Joachim
23
Ryu, Doojin
23
Shleifer, Andrei
23
Davis, Steven J.
22
Bansal, Ravi
21
Chiarella, Carl
21
Faff, Robert W.
21
Hong, Harrison G.
21
Pesaran, M. Hashem
21
Pierdzioch, Christian
21
Wang, Jiang
21
Engle, Robert F.
20
Stulz, René M.
20
Bollerslev, Tim
19
He, Xue-zhong
19
Jovanovic, Boyan
19
Ludvigson, Sydney C.
19
McMillan, David G.
19
Abel, Andrew B.
18
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National Bureau of Economic Research
241
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Universität Mannheim
4
Australian National University / Faculty of Economics and Commerce
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Deutsche Forschungsgemeinschaft
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Goethe-Universität Frankfurt am Main
3
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Kansantaloustieteen Laitos <Tampere>
3
School of Finance and Business Economics <Perth, Western Australia>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
USA / Division of Market Regulation
3
University of Chicago / Center for Research in Security Prices
3
American Finance Association
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut for Finansiering <Frederiksberg>
2
International Monetary Fund
2
Johannes Gutenberg-Universität Mainz
2
Massachusetts Institute of Technology / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
USA / Department of Agriculture
2
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NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
228
NBER Working Paper
182
Finance research letters
156
The journal of finance : the journal of the American Finance Association
154
Journal of banking & finance
144
The review of financial studies
136
Journal of financial economics
135
International review of financial analysis
115
Discussion paper / Centre for Economic Policy Research
102
Journal of empirical finance
91
International review of economics & finance : IREF
88
The North American journal of economics and finance : a journal of financial economics studies
83
Economics letters
78
Economic modelling
76
Applied economics
71
Journal of economic dynamics & control
69
Applied economics letters
68
Pacific-Basin finance journal
63
Review of quantitative finance and accounting
62
Journal of financial markets
61
The European journal of finance
60
The journal of futures markets
60
Journal of financial and quantitative analysis : JFQA
58
Journal of international financial markets, institutions & money
54
Applied financial economics
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
CESifo working papers
52
Research paper series / Swiss Finance Institute
51
Research in international business and finance
50
The American economic review
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Quantitative finance
46
Journal of econometrics
45
Working paper
44
Journal of risk and financial management : JRFM
43
Energy economics
41
Journal of forecasting
39
Computational economics
38
Journal of accounting & economics
38
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ECONIS (ZBW)
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1
What's vol got to do with it
Drechsler, Itamar
(
contributor
);
Yaron, Amir
(
contributor
)
-
2008
-
Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
Saved in:
2
What's vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
-
2010
-
Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
Saved in:
3
What's Vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
Saved in:
4
Endogenous choice of institution under supply and demand risks in laboratory forward and spot markets
Menkhaus, Dale J.
(
contributor
)
- In:
Journal of agricultural and resource economics : JARE ; …
24
(
1999
)
2
,
pp. 553-571
Persistent link: https://www.econbiz.de/10001471997
Saved in:
5
A random volatility correction for the Black-Scholes option-pricing formula
Dothan, Michael U.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 97-115
Persistent link: https://www.econbiz.de/10001081785
Saved in:
6
Der Einfluß von derivativen Wertpapieren auf das systematische
Risiko
von Aktien : eine empirische Analyse
Herrmann, Ralf
- In:
Kredit und Kapital
32
(
1999
)
1
,
pp. 85-124
Persistent link: https://www.econbiz.de/10001367673
Saved in:
7
The
risk
and price volatility of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
Saved in:
8
Ergodic failure : the key vulnerability in derivatives modelling
Wise, Richard
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
4
,
pp. 336-339
Persistent link: https://www.econbiz.de/10003907734
Saved in:
9
Derivative
securities pricing and modelling
Batten, Jonathan A.
(
contributor
); …
-
2012
-
1. ed.
Persistent link: https://www.econbiz.de/10009574776
Saved in:
10
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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