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~subject:"Volatility"
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Volatility
Theorie
622,115
Theory
607,029
USA
42,835
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41,707
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31,261
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30,484
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25,795
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11,008
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Bollerslev, Tim
78
Diebold, Francis X.
60
McAleer, Michael
55
Andersen, Torben
47
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Bekaert, Geert
33
Caporin, Massimiliano
33
Chiarella, Carl
33
Gupta, Rangan
32
Christoffersen, Peter F.
31
Herwartz, Helmut
29
Todorov, Viktor
28
Ghysels, Eric
26
Hautsch, Nikolaus
26
Meddahi, Nour
26
Pierdzioch, Christian
26
Asai, Manabu
25
Bansal, Ravi
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Schlag, Christian
24
Yu, Jun
24
Aït-Sahalia, Yacine
22
Caporale, Guglielmo Maria
22
Clark, Todd E.
22
Lucas, André
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Westerhoff, Frank H.
21
Bauwens, Luc
20
Engle, Robert F.
20
Giglio, Stefano
20
Mittnik, Stefan
20
Renault, Eric
20
Brandt, Michael W.
19
Campbell, John Y.
19
Chan, Joshua
19
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of St. Louis
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
School of Economics and Finance <Brisbane>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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NBER working paper series
187
Working paper / National Bureau of Economic Research, Inc.
175
NBER Working Paper
168
Journal of econometrics
137
Journal of banking & finance
131
Finance research letters
105
Journal of empirical finance
103
Journal of financial economics
96
Economic modelling
93
Economics letters
89
International journal of theoretical and applied finance
87
Discussion paper / Centre for Economic Policy Research
86
Journal of economic dynamics & control
82
Discussion paper / Tinbergen Institute
81
Working paper
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
International journal of forecasting
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of economics & finance : IREF
72
International review of financial analysis
71
Journal of international money and finance
69
Applied economics
67
Energy economics
66
The European journal of finance
65
The review of financial studies
64
Journal of forecasting
56
Econometric reviews
53
Quantitative finance
53
The North American journal of economics and finance : a journal of financial economics studies
51
The journal of finance : the journal of the American Finance Association
50
Research paper series / Swiss Finance Institute
49
Applied economics letters
48
Applied mathematical finance
47
Computational economics
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Journal of risk and financial management : JRFM
45
Finance and stochastics
44
CREATES research paper
43
Journal of international financial markets, institutions & money
43
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Source
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ECONIS (ZBW)
10,734
EconStor
11
RePEc
9
ArchiDok
1
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1
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10
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10,755
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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
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:
3
Insiders' hedging in a stochastic volatility model
Park, Sang-Hyeon
;
Lee, Kiseop
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011567200
Saved in:
4
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:
5
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:
6
Snowballing private information
Sadzik, Tomasz
;
Woolnough, Chris
- In:
Journal of economic theory
198
(
2021
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012818831
Saved in:
7
The effect of CEO luck on the informativeness of stock prices : do lucky CEOs improve stock price informativeness?
Chintrakarn, Pandej
;
Jiraporn, Pornsit
;
Jiraporn, Napatsorn
- In:
Finance research letters
11
(
2014
)
3
,
pp. 289-294
Persistent link: https://www.econbiz.de/10010441843
Saved in:
8
The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Kittiakarasakun, Jullavut
;
Tse, Yiuman
;
Wang, George H. K.
- In:
Managerial finance
38
(
2012
)
8
,
pp. 752-767
Persistent link: https://www.econbiz.de/10009568698
Saved in:
9
Dynamic equity slope
Breugem, Matthijs
;
Colonnello, Stefano
;
Marfè, Roberto
; …
-
2020
Persistent link: https://www.econbiz.de/10012511757
Saved in:
10
Dynamic equity slope
Breugem, Matthijs
;
Colonello, Stefano
;
Marfè, Roberto
; …
-
2020
Persistent link: https://www.econbiz.de/10012498598
Saved in:
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