The DOI matches its Crossref record; 45 of the 45 references it cites were found in a registry or an index.
Crash-neutral currency carry trades
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
Baudier, E., & Debreu, G. (1959) · Cited by 2,545
Rare Disasters and Asset Markets in the Twentieth Century*
Barro, R. J. (2006) · Quarterly Journal of Economics · doi:10.1162/qjec.121.3.823 · Cited by 2,316
Forward and spot exchange rates
Fama, E. F. (1984) · Journal of Monetary Economics · doi:10.1016/0304-3932(84)90046-1 · Cited by 2,145
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
Hansen, L. P., & Hodrick, R. J. (1980) · Journal of Political Economy · doi:10.1086/260910 · Cited by 2,111
The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, J. (2002) · Journal of Financial Economics · doi:10.1016/s0304-405x(01)00088-5 · Cited by 1,656
Simple formulas for standard errors that cluster by both firm and time
Thompson, S. B. (2011) · Journal of Financial Economics · doi:10.1016/j.jfineco.2010.08.016 · Cited by 1,512
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, G., Kapadia, N., & Madan, D. (2003) · Review of Financial Studies · doi:10.1093/rfs/16.1.0101 · Cited by 1,353
The equity risk premium a solution
Rietz, T. A. (1988) · Journal of Monetary Economics · doi:10.1016/0304-3932(88)90172-9 · Cited by 1,331
Cited by
Conditional risk premia in currency markets and other asset classes
Lettau, M., Maggiori, M., & Weber, M. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.07.001 · Cited by 394
Metadata
- Authors
- Jurek, J. W.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2014-09
- Volume
- 113
- Issue
- 3
- Pages
- 325-347
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3124139210
- Cited by
- 319
- References
- 45
- FWCI
- 55.64
- Type
- journal article
- Language
- en
- Open access
- green
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
