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期刊:
The Review of Financial Studies
内的文献原文
1
Manipulation in the VIX?
2
封面和目录
3
Why Are University Endowments Large and Risky?
4
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
5
Mispricing Factors
6
Which Alpha?
7
Inflexibility and Stock Returns
8
Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory
9
Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices
10
A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
11
Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
12
Structural GARCH: The Volatility-Leverage Connection
13
Speculation and the Term Structure of Interest Rates
14
The Factor Structure in Equity Options
15
Decomposing Value
16
News Shocks and the Production-Based Term Structure of Equity Returns
17
Optimal Long-Term Contracting with Learning
18
Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
19
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
20
External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
21
Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor
22
Pricing Kernel Monotonicity and Conditional Information
23
Option Pricing of Earnings Announcement Risks
24
Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
25
High-Frequency Market Making to Large Institutional Trades
26
Information, Trading, and Volatility: Evidence from Firm-Specific News
27
Estimating the Value of Information
28
Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
29
Information, Trading, and Volatility: Evidence from Firm-Specific News
30
The History of the Cross-Section of Stock Returns
31
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
32
Trust Busting: The Effect of Fraud on Investor Behavior
33
Estimating the Value of Information
34
Arbitrage Trading: The Long and the Short of It
35
TESTING FOR DELIBERATE UNDERPRICING IN THE IPO PREMARKET: A STOCHASTIC FRONTIER APPROACH
36
The Design of Internal Control and Capital Structure
37
How Valuable Is FinTech Innovation?
38
Blockchain-Based Settlement for Asset Trading
39
Blockchain-Based Settlement for Asset Trading
40
Blockchain Disruption and Smart Contracts
41
Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed through Cryptocurrencies?
42
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
43
Product Market Competition and Option Prices
44
Credit Allocation Under Economic Stimulus: Evidence from China
45
Tolerance for Failure and Corporate Innovation
46
Factors That Fit the Time Series and Cross-Section of Stock Returns
47
Testing Beta-Pricing Models Using Large Cross-Sections
48
Replicating Anomalies
49
Anomalies and False Rejections
50
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
51
Factors That Fit the Time Series and Cross-Section of Stock Returns
52
Dissecting Characteristics Nonparametrically
53
Replicating Anomalies
54
Anomalies and False Rejections
55
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
56
Comparing Cross-Section and Time-Series Factor Models
57
The Cross-Section of Risk and Returns
58
The Cross-Section of Risk and Returns
59
Factor Timing
60
Factor Timing
61
Large Shareholder Diversification and Corporate Risk-Taking
62
Dissecting Characteristics Nonparametrically
63
Peer Financial Distress and Individual Leverage
64
Optimal Long-Term Contracting with Learning
65
Dissecting Characteristics Nonparametrically
66
Measuring Sovereign Bond Market Integration
67
Pricing Kernel Monotonicity and Conditional Information
68
Which Alpha?
69
Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
70
External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
71
Speculation and the Term Structure of Interest Rates
72
Why Are University Endowments Large and Risky?
73
High-Frequency Market Making to Large Institutional Trades
74
Why Are University Endowments Large and Risky?
75
Why Are University Endowments Large and Risky?
76
Decomposing Value
77
封面和目录
78
Why Are University Endowments Large and Risky?
79
A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
80
Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters
81
How Constraining Are Limits to Arbitrage?
82
Joining Forces: The Spillover Effects of EPA Enforcement Actions and the Role of Socially Responsible Investors
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