Business & Economics
Jump
100%
Realized Volatility
55%
Stock Returns
53%
Cross Section
48%
Value at Risk
46%
Cross-section of Stock Returns
34%
Accrual Anomaly
33%
Jump Risk
29%
Market States
27%
Market Value
26%
Implied Volatility
24%
Heath-Jarrow-Morton Model
23%
Accruals
23%
Liquidity
22%
Book-to-market
22%
Earnings Management
21%
Anomaly
20%
Business Cycles
18%
Information Content
18%
Cross-sectional Regression
13%
Assets
12%
Liquidity Risk
12%
Return Volatility
12%
Systematic Risk
11%
Trading Strategies
11%
Expected Returns
10%
Predictive Power
10%
Interest Rate Derivatives
10%
Eurodollar
9%
Non-normality
9%
Jump Diffusion
9%
VAR Model
7%
Proportion
7%
Market Size
7%
Futures Prices
7%
Profitability
6%
Momentum
6%
Derivatives
6%
Mispricing
6%
Factors
6%
Macroeconomic Models
5%
Conditioning
5%
Hedge
5%
Mathematics
Stock Returns
32%
Realized Volatility
26%
Volatility
24%
Cross section
21%
Jump
17%
Quintile
9%
Liquidity
8%
Negative Association
8%
Trading Strategies
8%
Information Content
7%
Anomaly
6%
Market
5%
Lowest
5%
Predict
5%