Author Page for Christopher S. Jones

The Price of Market Volatility Risk

AFA 2009 San Francisco Meetings Paper

Number of pages: 59 Posted: 18 Mar 2008

Jefferson Duarte and Christopher S. Jones

Rice University and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 1,698 (9,755)

Citation 27

Abstract:

2.

Option Mispricing Around Nontrading Periods

AFA 2010 Atlanta Meetings Paper, Marshall School of Business Working Paper No. FBE 03-10

Number of pages: 86 Posted: 22 Mar 2009 Last Revised: 17 Sep 2017

Christopher S. Jones and Joshua Shemesh

University of Southern California - Marshall School of Business - Finance and Business Economics Department and Monash University - Department of Banking and Finance

Downloads 914 (25,283)

Citation 8

Abstract:

3.

A Nonlinear Factor Analysis of S&P 500 Index Option Returns

AFA 2002 Atlanta Meetings

Number of pages: 38 Posted: 04 Jul 2001

Christopher S. Jones

University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 794 (30,808)

Citation 20

Abstract:

4.

Investing in Disappearing Anomalies

Review of Finance, Forthcoming

Number of pages: 35 Posted: 15 May 2003 Last Revised: 16 Aug 2015

Christopher S. Jones and Lukasz Pomorski

University of Southern California - Marshall School of Business - Finance and Business Economics Department and AQR Capital Management, LLC

Downloads 736 (34,146)

Citation 1

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5.

A Simple Bayesian Method for the Analysis of Diffusion Processes

Number of pages: 42 Posted: 04 Sep 1998

Christopher S. Jones

University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 640 (41,254)

Citation 6

Abstract:

6.

Inventory Investment and the Cost of Capital

Number of pages: 50 Posted: 19 Dec 2008 Last Revised: 20 Sep 2012

Christopher S. Jones and Selale Tuzel

University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 534 (52,176)

Citation 11

Abstract:

7.

Do Option Prices Forecast Aggregate Stock Returns?

Number of pages: 71 Posted: 27 Jul 2017 Last Revised: 22 Aug 2018

Christopher S. Jones, Haitao Mo and Tong Wang

University of Southern California - Marshall School of Business - Finance and Business Economics Department, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and UNIV OF OKLAHOMA

Downloads 530 (52,698)

Citation 1

Abstract:

8.

Identification and Estimation of 'Maximal' Affine Term Structure Models: An Application to Stochastic Volatility

Number of pages: 62 Posted: 28 Jun 2003

Pierre Collin-Dufresne, Robert S. Goldstein and Christopher S. Jones

Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 469 (61,458)

Citation 13

Abstract:

9.

Mutual Fund Performance with Learning Across Funds

Downloads 467 ( 61,800)

Citation 42

2

Mutual Fund Performance with Learning Across Funds

Number of pages: 54 Posted: 06 Jun 2003

Christopher S. Jones and Jay A. Shanken

University of Southern California - Marshall School of Business - Finance and Business Economics Department and Emory University - Goizueta Business School

Downloads 430 (67,573)

Citation 1

Abstract:

Mutual Fund Performance with Learning Across Funds

NBER Working Paper No. w9392

Number of pages: 46 Posted: 14 Dec 2002 Last Revised: 31 Oct 2010

Christopher S. Jones and Jay A. Shanken

University of Southern California - Marshall School of Business - Finance and Business Economics Department and Emory University - Goizueta Business School

Downloads 37 (456,061)

Citation 8

Abstract:

10.

Identification of Maximal Affine Term Structure Models

Journal of Finance, Forthcoming

Number of pages: 53 Posted: 12 Jan 2007

Pierre Collin-Dufresne, Christopher S. Jones and Robert S. Goldstein

Ecole Polytechnique Fédérale de Lausanne, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 265 (117,629)

Citation 2

Abstract:

11.

Out-of-Sample Performance of Mutual Fund Predictors

Number of pages: 60 Posted: 28 May 2017 Last Revised: 20 Aug 2018

Christopher S. Jones and Haitao Mo

University of Southern California - Marshall School of Business - Finance and Business Economics Department and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

Downloads 215 (144,884)

Citation 3

Abstract:

12.

New Orders and Asset Prices

Number of pages: 53 Posted: 30 Mar 2009 Last Revised: 05 Oct 2011

Christopher S. Jones and Selale Tuzel

University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 154 (195,399)

Citation 6

Abstract:

13.

Can Interest Rate Volatility Be Extracted from the Cross Section of Bond Yields? an Investigation of Unspanned Stochastic Volatility

NBER Working Paper No. w10756

Number of pages: 76 Posted: 01 Jun 2006

Pierre Collin-Dufresne, Robert S. Goldstein and Christopher S. Jones

Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 54 (383,300)

Abstract:

14.

Very Noisy Option Prices and Inferences Regarding Option Returns

Number of pages: 56 Posted: 03 Dec 2019

Jefferson Duarte, Christopher S. Jones and Junbo L. Wang

Rice University, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Louisiana State University, Baton Rouge

Downloads 25 (521,191)

Abstract:

15.

The Predictive Failure of the Baba, Hendry and Starr Model of the Demand for M1 in the United States

Federal Reserve Working Paper No. 94-34

Posted: 16 Sep 1999

Gregory D. Hess, Christopher S. Jones and Richard D. Porter

CESifo (Center for Economic Studies and Ifo Institute for Economic Research), University of Southern California - Marshall School of Business - Finance and Business Economics Department and Federal Reserve Bank of Chicago

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16.

Free Cash Flow, Optimal Contracting, and Takeovers

Rodney L. White Center Working Paper No. 3-97

Posted: 21 Apr 1997

Eitan Goldman, Christopher S. Jones and Ron Kaniel

Indiana University - Kelley School of Business - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Rochester - Simon Business School

Christopher S. Jones

University of Southern California - Marshall School of Business - Finance and Business Economics Department

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Scholarly Papers (16)

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