Feedback to SSRN

 
  • Selected
  • Entire List
 

Jacobs, Kris


 SSRN Author Rank: 446 by Downloads
 Professor
 

University of Houston - C.T. Bauer College of Business


 Houston, TX 77204-6021
 United States
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Jacobs, Kris's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
25,622
Total
Citations
500
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Christoffersen, Peter
University of Toronto - Rotman School of Management
Heston, Steven L.
University of Maryland - Department of Finance
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
05 Feb 07
Last Revised:
13 Aug 09
2,280
(2,745)
26

2.   Incl. Electronic Paper
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Vainberg, Gregory
McGill University - Desautels Faculty of Management
Posted:
17 Mar 06
Last Revised:
13 Aug 08
2,066
(3,246)
10

3.  
Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns and Option Prices | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Mimouni, Karim
McGill University - Desautels Faculty of Management
Posted:
24 Aug 06
Last Revised:
25 Sep 09
1,860
(3,874)
25

4.  
The Determinants of Credit Default Swap Premia | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Working Paper Series
Ericsson, Jan
McGill University
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Oviedo, Rodolfo
Universidad Austral
Posted:
07 Oct 04
Last Revised:
05 Sep 09
1,751
(4,335)
97

5.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Errunza, Vihang R.
McGill University - Desautels Faculty of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Jin, Xisong
University of Luxembourg - Luxembourg School of Finance
Posted:
21 Mar 10
1,505
(5,663)
10

6.  
Amaya, Diego
University of Quebec at Montreal (UQAM) - Finance Department
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Vasquez, Aurelio
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Posted:
31 Jul 11
Last Revised:
22 Feb 13
1,162
(8,702)
2

7.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
22 Jan 10
Last Revised:
07 Jun 12
1,033
(10,510)
3

8.  
Option-Implied Measures of Equity Risk | Show Abstract | Download |
Review of Finance, Forthcoming
Accepted Paper Series
Chang, Bo Young
Bank of Canada
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Vainberg, Gregory
McGill University - Desautels Faculty of Management
Posted:
11 Jun 09
Last Revised:
23 Jan 12
981
(11,383)
15

9.  
Option Valuation with Long-Run and Short-Run Volatility Components | Show Abstract | Download |
Journal of Financial Economics, Vol. 90, No. 3, pp. 272-297, CREATES Research Paper 2008-11
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
Wang, Yintian
McGill University - Desautels Faculty of Management
Posted:
11 Feb 05
Last Revised:
22 Jan 12
905
(12,863)
31

10.   Incl. Electronic Paper
Christoffersen, Peter
University of Toronto - Rotman School of Management
Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business
Feunou, Bruno
Bank of Canada
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
08 Feb 07
Last Revised:
13 Aug 09
857
(13,988)
33

11.  
Chang, Bo Young
Bank of Canada
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
30 Sep 09
776
(16,242)
21

12.  
Dynamic Jump Intensities and Risk Premia: Evidence from S&P500 Returns and Options | Show Abstract | Download |
Journal of Financial Economics, Forthcoming., EFA 2008 Athens Meetings Paper, AFA 2010 Atlanta Meetings Paper
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
Posted:
07 Mar 08
Last Revised:
22 Jan 12
768
(16,501)
2

13.  
Forecasting with Option-Implied Information | Show Abstract | Download |
Handbook of Economic Forecasting, Volume 2, G. Elliott and A. Timmermann (eds.)
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Chang, Bo Young
Bank of Canada
Posted:
08 Dec 11
Last Revised:
11 Jul 12
744
(17,250)
3

14.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
25 Apr 02
Last Revised:
16 Jun 08
693
(19,162)
29

15.  
Which Volatility Model Should be Used for Option Pricing? | Show Abstract | Download |
EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Christoffersen, Peter
University of Toronto - Rotman School of Management
Posted:
04 Mar 02
619
(22,423)
 

16.  
Option Valuation with Conditional Skewness | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 2964
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Heston, Steven L.
University of Maryland - Department of Finance
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
23 Jun 04
550
(26,393)
41

17.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
Posted:
08 May 12
Last Revised:
22 Aug 13
498
(30,250)
2

18.  
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach | Show Abstract | Download |
Review of Financial Studies, 2012, Vol. 25, No. 12, pp. 3711-3751.
Accepted Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Errunza, Vihang R.
McGill University - Desautels Faculty of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Langlois, Hugues
McGill University - Desautels Faculty of Management
Posted:
24 May 12
Last Revised:
20 Jan 13
470
(32,567)
4

19.  
The Importance of the Loss Function in Option Valuation | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 604
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
03 Aug 03
469
(32,658)
41

20.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Goyenko, Ruslan
McGill University - Desautels Faculty of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Karoui, Mehdi
McGill University
Posted:
15 Mar 11
Last Revised:
05 Jul 14
450
(34,448)
5

21.   Incl. Electronic Paper
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Dorion, Christian
HEC Montreal
Wang, Yintian
McGill University - Desautels Faculty of Management
Posted:
05 May 08
Last Revised:
13 Jan 09
448
(34,628)
7

22.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Feunou, Bruno
Bank of Canada
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Meddahi, Nour
University of Toulouse 1 - Toulouse School of Economics (TSE)
Posted:
18 Mar 10
Last Revised:
08 Dec 12
444
(35,045)
2

23.  
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Li, Xiaofei
York University
Posted:
27 Oct 03
428
(36,730)
8

24.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Karoui, Lotfi
Goldman, Sachs & Co
Mimouni, Karim
McGill University - Desautels Faculty of Management
Posted:
18 Jun 08
Last Revised:
01 Aug 09
417
(37,924)
3

25.  
Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns | Show Abstract | Download |
Journal of Finance, Vol. 59, pp. 2211-2252, 2004
Accepted Paper Series
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Wang, Kevin Q.
University of Toronto - Joseph L. Rotman School of Management
Posted:
04 Mar 02
Last Revised:
10 Feb 09
351
(46,656)
32

26.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Dorion, Christian
HEC Montreal
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Karoui, Lotfi
Goldman, Sachs & Co
Posted:
24 May 12
Last Revised:
04 Oct 13
321
(51,916)
1

27.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Ericsson, Jan
McGill University
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Jin, Xisong
University of Luxembourg - Luxembourg School of Finance
Posted:
07 May 09
312
(53,794)
1

28.  
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Karoui, Lotfi
Goldman, Sachs & Co
Posted:
02 Aug 06
292
(58,049)
 

29.  
The Factor Structure in Equity Options | Show Abstract | Download |
Rotman School of Management Working Paper No. 2224270
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Fournier, Mathieu
Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
25 Feb 13
Last Revised:
22 Aug 13
285
(59,660)
 

30.  
Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Pan, Xuhui (Nick)
Tulane University, A.B. Freeman School of Business
Posted:
17 Dec 10
Last Revised:
12 Mar 11
282
(60,396)
3

31.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Mimouni, Karim
McGill University - Desautels Faculty of Management
Posted:
24 Jun 08
253
(68,032)
25

32.   Incl. Electronic Paper
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Pallage, Stephane
University of Quebec at Montreal - Department of Economics
Robe, Michel A.
American University - Kogod School of Business
Posted:
05 Apr 05
Last Revised:
15 Jan 13
218
(79,530)
3

33.  
Correlation Dynamics and International Diversification Benefits | Show Abstract | Download |
Rotman School of Management Working Paper No. 2313954
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Errunza, Vihang R.
McGill University - Desautels Faculty of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Jin, Xisong
University of Luxembourg - Luxembourg School of Finance
Posted:
22 Aug 13
215
(80,669)
 

34.  
Doshi, Hitesh
University of Houston
Ericsson, Jan
McGill University
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
02 Jul 11
Last Revised:
16 Mar 12
213
(81,483)
3

35.  
Accounting Information Releases and CDS Spreads | Show Abstract | Download |
Midwest Finance Association 2012 Annual Meetings Paper
Working Paper Series
Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Langlois, Hugues
McGill University - Desautels Faculty of Management
Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
Posted:
29 Jun 11
Last Revised:
17 Mar 12
209
(83,053)
1

36.  
Dynamic Diversification in Corporate Credit | Show Abstract | Download |
Rotman School of Management Working Paper No. 2314027
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Jin, Xisong
University of Luxembourg - Luxembourg School of Finance
Langlois, Hugues
McGill University - Desautels Faculty of Management
Posted:
22 Aug 13
Last Revised:
18 Feb 14
154
(110,732)
 

37.  
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Karoui, Lotfi
Goldman, Sachs & Co
Posted:
05 May 08
Last Revised:
12 May 08
154
(110,732)
6

38.  
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Pallage, Stephane
University of Quebec at Montreal - Department of Economics
Robe, Michel A.
American University - Kogod School of Business
Posted:
24 Aug 05
100
(155,408)
 

39.  
Nonlinear Kalman Filtering in Affine Term Structure Models: Internet Appendix | Show Abstract | Download |
Rotman School of Management Working Paper No. 2322760
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Dorion, Christian
HEC Montreal
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Karoui, Lotfi
Goldman, Sachs & Co
Posted:
10 Sep 13
49
(231,941)
1

40.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
Posted:
07 Dec 13
40
(251,748)
 


Records 1 - 40 of 40 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 1.953 seconds