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ECONIS (ZBW)
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Investor heterogeneity, asset pricing and volatility dynamics
Weinbaum, David
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1379-1397
Persistent link: https://www.econbiz.de/10003846757
Saved in:
2
Preference heterogeneity and asset prices : an exact solution
Weinbaum, David
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2238-2246
Persistent link: https://www.econbiz.de/10008746567
Saved in:
3
Subsistence consumption, habit formation and the demand for long-term bonds
Weinbaum, David
- In:
Journal of economics & business
57
(
2005
)
4
,
pp. 273-287
Persistent link: https://www.econbiz.de/10003084238
Saved in:
4
Essays on investor heterogeneity
Weinbaum, David
-
2002
Persistent link: https://www.econbiz.de/10003777548
Saved in:
5
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
Saved in:
6
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
7
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
8
Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn
;
Halling, Michael
;
Weinbaum, David
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
Saved in:
9
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
-
2005
Persistent link: https://www.econbiz.de/10003222023
Saved in:
10
A comparative study of alternative extreme-value volatility estimators
Bali, Turan G.
;
Weinbaum, David
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 873-892
Persistent link: https://www.econbiz.de/10003106015
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