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Joshua V. Rosenberg · Study
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Author
Joshua V. Rosenberg
17 works
· latest 2009
· 3 institutions
cluster: provisional
ORCID 0000-0002-1198-4514
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17
Citations
2,281
Works here
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Most cited in this library
Empirical pricing kernels
2002 · 687 citations
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
2008 · 473 citations
The Impact of CEO Turnover on Equity Volatility*
2005 · 226 citations
The Information Content of FOMC Minutes
2006 · 118 citations
A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk
2004 · 93 citations
Works
17 shown
Price Discovery in the Foreign Currency Futures and Spot Market
The Journal of Derivatives
·
2009
·
2 authors
·
Open access
76
citations
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
The Journal of Finance
·
2008
·
2 authors
·
Open access
473
citations
Signal or Noise? Implications of the Term Premium for Recession Forecasting
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
33
citations
The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
92
citations
How do Treasury Dealers Manage their Positions?
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
41
citations
The Information Content of FOMC Minutes
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
118
citations
The Impact of CEO Turnover on Equity Volatility
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
47
citations
Price Discovery in the Foreign Currency Futures and Spot Market
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
37
citations
A general approach to integrated risk management with skewed, fat-tailed risks
Journal of Financial Economics
·
2005
·
2 authors
56
citations
The Impact of CEO Turnover on Equity Volatility*
The Journal of Business
·
2005
·
2 authors
·
Open access
226
citations
A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
93
citations
Non-Parametric Pricing of Multivariate Contingent Claims
The Journal of Derivatives
·
2003
·
1 author
·
Open access
79
citations
Nonparametric Pricing of Multivariate Contingent Claims
SSRN Electronic Journal
·
2003
·
1 author
·
preprint
·
Open access
39
citations
Empirical pricing kernels
Journal of Financial Economics
·
2002
·
1 author
·
Open access
687
citations
Testing the Volatility Term Structure Using Option Hedging Criteria
The Journal of Derivatives
·
2000
·
2 authors
·
Open access
56
citations
Implied Volatility Functions
The Journal of Derivatives
·
2000
·
1 author
86
citations
Pricing multivariate contingent claims using estimated risk–neutral density functions
Journal of International Money and Finance
·
1998
·
1 author
·
Open access
42
citations