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Bjørn Eraker · Study
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Author
Bjørn Eraker
10 works
· latest 2017
· 2 institutions
cluster: provisional
ORCID 0000-0001-7899-8948
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Citations
3,627
Works here
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Most cited in this library
The Impact of Jumps in Volatility and Returns
2003 · 1,469 citations
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
2004 · 1,116 citations
The Impact of Jumps in Volatility and Returns
2001 · 338 citations
Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
2014 · 175 citations
AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
2008 · 167 citations
Works
10 shown
Explaining the negative returns to volatility claims: An equilibrium approach
Journal of Financial Economics
·
2017
·
2 authors
93
citations
Durable Goods, Inflation Risk, and Equilibrium Asset Prices
Review of Financial Studies
·
2015
·
3 authors
55
citations
Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
Journal of Financial Economics
·
2014
·
2 authors
175
citations
Bayesian Mixed Frequency VARs
Journal of Financial Econometrics
·
2014
·
5 authors
64
citations
Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
60
citations
AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
Mathematical Finance
·
2008
·
2 authors
·
Open access
167
citations
Affine General Equilibrium Models
Management Science
·
2008
·
1 author
·
Open access
90
citations
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
The Journal of Finance
·
2004
·
1 author
·
Open access
1,116
citations
The Impact of Jumps in Volatility and Returns
The Journal of Finance
·
2003
·
3 authors
1,469
citations
The Impact of Jumps in Volatility and Returns
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
338
citations