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      Measuring Sovereign Bond Market Integration