변동성과 자산 가격

• Volatility Spreads and Expected Stock Returns
  MS · 2009 · 인용 411 · Turan G. Bali, Armen Hovakimian
• The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
  MS · 2009 · 인용 542 · Peter Christoffersen, Steven L. Heston, Kris Jacobs
• Option Prices in a Model with Stochastic Disaster Risk
  MS · 2018 · 인용 113 · Sang Byung Seo, Jessica A. Wachter
• A Theory of Volatility Spreads
  MS · 2006 · 인용 303 · Gurdip Bakshi, Dilip B. Madan
• Pricing Kernels with Stochastic Skewness and Volatility Risk
  MS · 2011 · 인용 151 · Fousseni Chabi-Yo
• Volatility Risks and Growth Options
  MS · 2015 · 인용 49 · Hengjie Ai, Dana Kiku
• Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
  MS · 2022 · 인용 47 · Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov
• The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
  MS · 2010 · 인용 39 · Gurdip Bakshi, Liuren Wu

2024–2026

• Market Ambiguity Attitude Restores the Risk-Return Trade-Off
  MS · 2025 · 인용 11 · Soroush Ghazi, Mark J. Schneider, Jack Strauss
• Automated Volatility Forecasting
  MS · 2024 · 인용 10 · Sophia Zhengzi Li, Yushan Tang
• Stock Return Autocorrelations and Expected Option Returns
  MS · 2024 · 인용 6 · Yoontae Jeon, Raymond Kan, Gang Li
• The International Commonality of Idiosyncratic Variances
  MS · 2024 · 인용 5 · Geert Bekaert, Xue Wang, Xiaoyan Zhang
• A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis
  MS · 2024 · 인용 3 · Peixuan Yuan
• The Early Exercise Risk Premium
  MS · 2024 · 인용 2 · Kevin Aretz, Adnan Gazi

최근 6년 2편 이상

• Jie Cao
  이 주제 2편 · Hong Kong Polytechnic University · 7년차 · 논문 4편
• Xintong Zhan
  이 주제 2편 · Fudan University · 8년차 · 논문 6편
• Peixuan Yuan
  이 주제 2편 · Hong Kong Baptist University · 5년차 · 논문 3편
• Xiaoxiao Tang
  이 주제 2편 · The University of Texas at Dallas · 3년차 · 논문 2편

86편