Concepedia

Volatility

Volatility is the measure of a lubricant's tendency to vaporize under elevated temperatures, distinguished from other lubricant properties by its direct influence on oil consumption, oxidation rate, and environmental emissions due to the ease with which lighter molecular fractions transition from liquid to gaseous phase.

8.3K

Publications

573.2K

Citations

14.8K

Authors

3.8K

Institutions

Publications per year

2017–2026

2.2K

Parents

Publications

8.3K

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

, , +17

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

, , +17

Noise Trader Risk in Financial Markets

J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text

, , +17

Measuring and Testing the Impact of News on Volatility

Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations

, , +17

Why Does Stock Market Volatility Change Over Time?

G. William Schwert · The Journal of Finance · 1989 · 3.6K citations

, , +16

1–5 of 8.3K

Authors

14.8K

  1. EB
    Elie Bouri

    Lebanese American University, Lebanon

    30 publications · 2.8K citations

    25

    h-index

  2. TG
    Torben G. Andersen

    Northwestern University, United States

    27 publications · 6.2K citations

    24

    h-index

  3. PC
    Peter Christoffersen

    University of Toronto, Canada

    30 publications · 2.9K citations

    21

    h-index

  4. RF
    Robert F. Engle

    New York University, United States

    23 publications · 11.5K citations

    20

    h-index

  5. FM
    Feng Ma

    Southwest Jiaotong University, China

    20 publications · 1.2K citations

    18

    h-index

1–5 of 14.8K

Institutions

3.8K

  1. National Bureau of Economic Research

    Cambridge, United States

    81 h-index

    418 publications

    45.2K citations

  2. University of Pennsylvania

    Philadelphia, United States

    49 h-index

    109 publications

    17K citations

  3. New York University

    New York, United States

    47 h-index

    138 publications

    16.2K citations

  4. Duke University

    Durham, United States

    46 h-index

    98 publications

    18K citations

  5. Columbia University

    New York, United States

    46 h-index

    105 publications

    16.2K citations

  6. International Monetary Fund

    Washington D.C., United States

    45 h-index

    167 publications

    10.2K citations

  7. University of Chicago

    Chicago, United States

    45 h-index

    110 publications

    18.3K citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    43 h-index

    140 publications

    10.6K citations

1–8 of 3.8K

Venues

  1. SSRN Electronic Journal

    Repository · 1.1K publications · 48.7K citations

    95

    h-index

  2. The Journal of Finance

    125 publications · 64K citations

    91

    h-index

  3. Review of Financial Studies

    68 publications · 19.4K citations

    50

    h-index

  4. Journal of Futures Markets

    170 publications · 7.5K citations

    48

    h-index

  5. Journal of Financial Economics

    48 publications · 12.4K citations

    44

    h-index

1–5