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