Journal of Financial Research

Cover image for Journal of Financial Research

Summer 2010

Volume 33, Issue 2

Pages 103–199

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS (pages 125–151)

      Leonidas S. Rompolis and Elias Tzavalis

      Article first published online: 14 JUN 2010 | DOI: 10.1111/j.1475-6803.2010.01265.x

    2. TRADING-VOLUME SHOCKS AND STOCK RETURNS: AN EMPIRICAL ANALYSIS (pages 153–177)

      Zhaodan Huang and James B. Heian

      Article first published online: 14 JUN 2010 | DOI: 10.1111/j.1475-6803.2010.01266.x

    3. ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS (pages 179–199)

      Ozgur (Ozzy) Akay, Mark D. Griffiths and Drew B. Winters

      Article first published online: 14 JUN 2010 | DOI: 10.1111/j.1475-6803.2010.01267.x

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