A reverse engineered pitch on Cremers et al. (2015), 'Aggregate jump and volatility risk in the cross-section of stock returns'

Article


Wang, Qingxia (Jenny). 2018. "A reverse engineered pitch on Cremers et al. (2015), 'Aggregate jump and volatility risk in the cross-section of stock returns'." Journal of Accounting and Management Information Systems. 17 (1), pp. 178-185. https://doi.org/10.24818/jamis.2018.01010
Article Title

A reverse engineered pitch on Cremers et al. (2015), 'Aggregate jump and volatility risk in the cross-section of stock returns'

ERA Journal ID123291
Article CategoryArticle
Authors
AuthorWang, Qingxia (Jenny)
Journal TitleJournal of Accounting and Management Information Systems
Contabilitate si Informatica de Gestiune
Journal Citation17 (1), pp. 178-185
Number of Pages8
Year2018
Place of PublicationRomania
ISSN1583-4387
1843-8105
Digital Object Identifier (DOI)https://doi.org/10.24818/jamis.2018.01010
Web Address (URL)https://cig.ase.ro/jcig/art/17_1_10.pdf
Abstract

This pitching research letter presents the reverse-engineering process and personal reflections on a reverse engineered pitch by utilizing the pitching research template developed by Faff (2015, 2017). The pitch template is a simple and useful tool for helping PhD students and other academic researchers to develop research ideas and enhance communication in the research process. In this letter, I describe the steps and insights during reverse-engineering an existing journal paper into the pitching research template. In summary, I find it is very helpful for me to clearly understand the pitched paper and generate my research idea through applying the pitching research temple.

KeywordsPitching research; template; reverse-engineering; cross-section; stock returns; jump risk; volatility risk
ANZSRC Field of Research 2020380202. Econometric and statistical methods
350202. Finance
350203. Financial econometrics
Byline AffiliationsUniversity of Queensland
Institution of OriginUniversity of Southern Queensland
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