A+Management ScienceUTD24FT50202168(2): 1573-1589The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock ReturnsYunting Liu被引 27高影响力 前 10%金融
A+Management ScienceUTD24FT50202067(7): 4056-4074The Price of the Smile and Variance Risk PremiaPeter H. Gruber, Claudio Tebaldi, Fabio Trojani被引 22基金开放获取金融
A1Journal of Financial and Quantitative AnalysisFT5020261-40Expected and Realized Returns on VolatilityGuanglian Hu, Kris Jacobs被引 3开放获取金融金融风险与机器学习
A+Management ScienceUTD24FT50201562(3): 741-763Volatility Risks and Growth OptionsHengjie Ai, Dana Kiku被引 48高影响力 前 10%金融
A1Journal of Financial and Quantitative AnalysisFT50202257(6): 2385-2411The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option ReturnsGuanglian Hu, Yuguo Liu被引 18阅读 1开放获取金融
A+Management ScienceUTD24FT50202067(5): 2751-2772Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical InvestigationZhiyao Chen, Ilya A. Strebulaev, Yuhang Xing, Xiaoyan Zhang被引 13金融
A+Journal of FinanceUTD24FT50202479(5): 3581-3621Very Noisy Option Prices and Inference Regarding the Volatility Risk PremiumJefferson Duarte, CHRISTOPHER S. JONES, Junbo Wang被引 35开放获取金融
A+Review of Financial StudiesUTD24FT50201529(1): 148-192Wage Rigidity: A Quantitative Solution to Several Asset Pricing PuzzlesJack Favilukis, Xiaoji Lin被引 203金融
A1Journal of Financial and Quantitative AnalysisFT50202056(2): 647-691Asset Variance Risk Premium and Capital StructureBabak Lotfaliei被引 8金融
A+Journal of FinanceUTD24FT50202277(2): 1055-1096Volatility Expectations and ReturnsLars A. Lochstoer, Tyler Muir被引 113金融
A+Management ScienceUTD24FT50202571(10): 8430-8451Market Ambiguity Attitude Restores the Risk-Return Trade-OffSoroush Ghazi, Mark Schneider, Jack Strauss被引 13高影响力 前 10%金融
A+Journal of Financial EconomicsUTD24FT502016120(1): 1-20Analyzing volatility risk and risk premium in option contracts: A new theoryPeter Carr, Liuren Wu被引 105开放获取金融
A1Journal of Financial and Quantitative AnalysisFT50202258(3): 1295-1325Synthetic Options and Implied Volatility for the Corporate Bond MarketSteven Shu-Hsiu Chen, Hitesh Doshi, Sang Byung Seo被引 7基金开放获取金融
A+Management ScienceUTD24FT50202471(7): 6248-6274Automated Volatility ForecastingSophia Zhengzi Li, Yushan Tang被引 16高影响力 前 10%金融金融风险与机器学习
A+Management ScienceUTD24FT50202269(7): 4190-4209Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real EconomyElyès Jouini被引 3开放获取经济学与计量经济学
A+Journal of Financial EconomicsUTD24FT502025171: 104106-104106Conditional risk and the pricing kernelDavid Schreindorfer, Tobias Sichert被引 23开放获取金融
A+Operations ResearchUTD24FT50202270(6): 3108-3124Dark Matter in (Volatility and) Equity Option Risk PremiumsGurdip Bakshi, John Crosby, Xiaohui Gao被引 22高影响力 前 10%金融
A1Journal of Financial and Quantitative AnalysisFT5020261-42Unlocking ESG Premium from OptionsJie Cao, Amit Goyal, Xintong Zhan, Weiming Elaine Zhang被引 15高影响力 前 10%开放获取金融
A+Management ScienceUTD24FT50202370(7): 4548-4563Value UncertaintyTuran G. Bali, Luca Del Viva, Menatalla El Hefnawy, Lenos G Trigeorgis被引 0基金开放获取金融
