Concepedia

Bjørn Eraker

BE

20

Publications

4.4K

Citations

16

H-Index

2001

Active since

Affiliations

University of Wisconsin–Madison(Current)

Wisconsin School of Professional Psychology

University of Chicago

Duke University

Columbia University

Bjørn Eraker is an author at University of Wisconsin–Madison specializing in finance, business, and asset pricing.

ORCID

Top concepts

Publications per year

2001–2024

20

Publications

20

The Impact of Jumps in Volatility and Returns

Bjørn Eraker, Michael Johannes, Nicholas Polson · The Journal of Finance · 2003 · 1.6K citations · Full text

, , +17

Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

Bjørn Eraker · The Journal of Finance · 2004 · 1.2K citations · Full text

, , +17

MCMC Analysis of Diffusion Models With Application to Finance

Bjørn Eraker · Journal of Business and Economic Statistics · 2001 · 404 citations

, , +17

The Impact of Jumps in Volatility and Returns

Michael Johannes, Bjørn Eraker, Nick Polson · SSRN Electronic Journal · 2001 · 392 citations · Full text

Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks

Bjørn Eraker, Mark J. Ready · Journal of Financial Economics · 2014 · 185 citations

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