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      Inflexibility and Stock Returns

6      Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory

7      A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem

8      Mispricing Factors

9      Which Alpha?

10      Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices

11      Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks

12      Structural GARCH: The Volatility-Leverage Connection

13      Decomposing Value

14      News Shocks and the Production-Based Term Structure of Equity Returns

15      Optimal Long-Term Contracting with Learning

16      Speculation and the Term Structure of Interest Rates

17      The Factor Structure in Equity Options

18      External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk

19      Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach

20      The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns

21      Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

22      Pricing Kernel Monotonicity and Conditional Information

23      Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach

24      Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables

25      The History of the Cross-Section of Stock Returns

26      Option Pricing of Earnings Announcement Risks

27      Information, Trading, and Volatility: Evidence from Firm-Specific News

28      High-Frequency Market Making to Large Institutional Trades

29      Information, Trading, and Volatility: Evidence from Firm-Specific News

30      Estimating the Value of Information

31      Trust Busting: The Effect of Fraud on Investor Behavior

32      Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

33      Estimating the Value of Information

34      TESTING FOR DELIBERATE UNDERPRICING IN THE IPO PREMARKET: A STOCHASTIC FRONTIER APPROACH

35      Arbitrage Trading: The Long and the Short of It

36      How Valuable Is FinTech Innovation?

37      The Design of Internal Control and Capital Structure

38      Blockchain-Based Settlement for Asset Trading

39      Blockchain Disruption and Smart Contracts

40      Blockchain-Based Settlement for Asset Trading

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      Credit Allocation Under Economic Stimulus: Evidence from China

44      Product Market Competition and Option Prices

45      Tolerance for Failure and Corporate Innovation

46      Testing Beta-Pricing Models Using Large Cross-Sections

47      Replicating Anomalies

48      Anomalies and False Rejections

49      A Transaction-Cost Perspective on the Multitude of Firm Characteristics

50      Factors That Fit the Time Series and Cross-Section of Stock Returns

51      Dissecting Characteristics Nonparametrically

52      Replicating Anomalies

53      Anomalies and False Rejections

54      A Transaction-Cost Perspective on the Multitude of Firm Characteristics

55      Comparing Cross-Section and Time-Series Factor Models

56      The Cross-Section of Risk and Returns

57      The Cross-Section of Risk and Returns

58      Factor Timing

59      Factors That Fit the Time Series and Cross-Section of Stock Returns

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      Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks

69      External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk

70      Speculation and the Term Structure of Interest Rates

71      Which Alpha?