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Stochastic Volatility and Asset Pricing Puzzles
39/39 checkable references clean · checked 2026-08-20
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 39 checked references that resolve
resolves10.1111/j.1540-6261.2008.01419.x
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1111/j.1540-6261.1977.tb01979.x
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
resolves10.1016/0304-405x(83)90031-4
The relationship between earnings' yield, market value and return for NYSE common stocks
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1016/j.jeconom.2010.03.033
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
resolves10.1016/s0304-4076(01)00141-5
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
resolves10.1017/CBO9781139020534
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1016/0022-0531(90)90066-s
Limited liability and incentive contracting with ex-ante action choices
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/j.1540-6261.1996.tb02714.x
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
resolves10.1016/j.jfineco.2007.10.006
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆
resolves10.1093/rfs/hhp004
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
The 2 references without a DOI — listed, not checked
no DOI — not checkedBankruptcy, Limited Liability, and the Modigliani-Miller Theorem
no DOI — not checkedref41
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