What's Vol Got to Do With It-Reference-Cited by-同舟云学术

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What's Vol Got to Do With It

Published:2009 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Drechsler Itamar,Yaron Amir

Publisher

Elsevier BV

Reference27 articles.

1. Consumption, dividends, and the cross-section of equity returns;Ravi Bansal;Journal of Finance,2005

2. Rational pessimism, Rational Exuberance, and Asset Pricing Models;Ravi Bansal;Review of Economic Studies forthcoming,2007

3. Interpretable asset markets?;Ravi Bansal;European Economic Review,2005

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Impact of Ambiguity on Managerial Investment and Cash Holdings;Journal of Business Finance & Accounting;2014-08-01

2. Les Dérivés de Crédit: Étude Des Répercussions de la Prime de Risque de la Variance (PRV) Sur Les (Credit Default Swap);SSRN Electronic Journal;2012

3. Oil Prices and Long-Run Risk;SSRN Electronic Journal;2012

4. Disasters Implied by Equity Index Options;The Journal of Finance;2011-11-14

5. Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors;Journal of Banking & Finance;2011-08

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