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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
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Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
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Herwartz, Helmut
27
Pierdzioch, Christian
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Asai, Manabu
25
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25
Hafner, Christian M.
25
Todorov, Viktor
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Clark, Todd E.
23
Hautsch, Nikolaus
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Caballero, Ricardo J.
22
Ghysels, Eric
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Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
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Andersen, Torben G.
21
Bauwens, Luc
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Christoffersen, Peter F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
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Caporale, Guglielmo Maria
19
Carriero, Andrea
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Giglio, Stefano
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Gonçalves, Sílvia
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Li, Kai
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Mittnik, Stefan
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Mumtaz, Haroon
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Rodney L. White Center for Financial Research
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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World Bank
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Exeter / Department of Economics
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Journal of econometrics
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Journal of banking & finance
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Finance research letters
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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Journal of international money and finance
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Energy economics
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International review of financial analysis
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The European journal of finance
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Econometric reviews
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Applied economics letters
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Applied mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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IMF working papers
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ECONIS (ZBW)
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EconStor
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10
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9,841
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1
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
2
Essays on information, hedging, volatility in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
Saved in:
3
Intraday trading by floor traders and customers in futures markets : whose trades drive the volatility-volume relation?
Chen, Haiwei
- In:
Quarterly journal of business and economics : QJBE
46
(
2007
)
4
,
pp. 45-61
Persistent link: https://www.econbiz.de/10003603320
Saved in:
4
Disagreement and learning : dynamic patterns of trade
Banerjee, Snehal
;
Kremer, Ilan
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1269-1302
Persistent link: https://www.econbiz.de/10009011029
Saved in:
5
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
6
Essays on empirical asset pricing and investor behavior
Westheide, Christian
-
2011
Persistent link: https://www.econbiz.de/10009412402
Saved in:
7
Relative idiosyncratic volatility and the timing of corporate insider trading
Gider, Jasmin
;
Westheide, Christian
- In:
The journal of corporate finance : contracting, …
39
(
2016
),
pp. 312-334
Persistent link: https://www.econbiz.de/10011548654
Saved in:
8
Insider trading and firm-specific return volatility
Gangopadhyay, Partha
;
Yook, Ken C.
;
Shin, Yoon S.
- In:
Review of quantitative finance and accounting
43
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010433502
Saved in:
9
Strategic trading, asymmetric information and heterogeneous prior beliefs
Wang, F. Albert
- In:
Journal of financial markets
1
(
1998
)
3/4
,
pp. 321-352
Persistent link: https://www.econbiz.de/10001426547
Saved in:
10
Insider trading : regulation, securities markets, and welfare under risk aversion
Estrada, Javier
- In:
The quarterly review of economics and finance : journal …
35
(
1995
)
4
,
pp. 421-449
Persistent link: https://www.econbiz.de/10001194588
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