Jefferson Duarte - Publications, H-index & Citations

Jefferson Duarte

Rice University

17H指数

61论文数

3.1K被引数

收录论文 8

发表时间

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium

JOURNAL OF FINANCE

IF9.5

2024-07-17

PREAI

Duarte, Jefferson; Jones, Christopher s.; Wang, Junbo l.

Davids, Goliaths, and Business Cycles

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2017-12-27

PREAI

Duarte, Jefferson; Kapadia, Nishad

The Impact of the Sarbanes-Oxley Act on Shareholders and Managers of Foreign Firms*

REVIEW OF FINANCE

IF8.4

2013-04-05

OAAI

Duarte, Jefferson; Kong, Katie; Siegel, Stephan; Young, Lance

Trust and Credit: The Role of Appearance in Peer-to-peer Lending 信任与信用: 外观在p2p借贷中的作用

REVIEW OF FINANCIAL STUDIES

IF5.4

2012-07-19

657

PREAI

Duarte, Jefferson; Siegel, Stephan; Young, Lance

The causal effect of mortgage refinancing on interest rate volatility: Empirical evidence and theoretical implications

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-12-04

PREAI

Duarte, Jefferson

Risk and return in fixed-income arbitrage: Nickels in front of a steamroller?

REVIEW OF FINANCIAL STUDIES

IF5.4

2006-07-06

116

PREAI

Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan

Evaluating an alternative risk preference in affine term structure models

REVIEW OF FINANCIAL STUDIES

IF5.4

2003-10-15

PREAI

Duarte, J

Nonparametric option pricing under shape restrictions

JOURNAL OF ECONOMETRICS

IF4

2003-09-01

205

OAAI

Aït-Sahalia, Y; Duarte, J

研究方向