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JEL: G12 - Asset Pricing; Trading volume; Bond Interest Rates
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Journal Article
Economic-State Variation in Uncertainty-Yield Dynamics
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Robert A Connolly and others
The Review of Asset Pricing Studies, Volume 11, Issue 1, March 2021, Pages 60–104, https://doi.org/10.1093/rapstu/raaa023
Published: 14 December 2020
Journal Article
The Value Premium
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Eugene F Fama and Kenneth R French
The Review of Asset Pricing Studies, Volume 11, Issue 1, March 2021, Pages 105–121, https://doi.org/10.1093/rapstu/raaa021
Published: 14 December 2020
Journal Article
Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic Free
J Anthony Cookson and others
The Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 863–893, https://doi.org/10.1093/rapstu/raaa018
Published: 29 September 2020
Journal Article
COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission Free
Lorenzo Bretscher and others
The Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 705–741, https://doi.org/10.1093/rapstu/raaa017
Published: 24 September 2020
Journal Article
Earnings Expectations during the COVID-19 Crisis Free
Augustin Landier and David Thesmar
The Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 598–617, https://doi.org/10.1093/rapstu/raaa016
Published: 24 September 2020
Journal Article
Mutual Fund Performance and Flows during the COVID-19 Crisis Free
Ľuboš Pástor and M Blair Vorsatz
The Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 791–833, https://doi.org/10.1093/rapstu/raaa015
Published: 11 September 2020
Journal Article
Coronavirus: Impact on Stock Prices and Growth Expectations Free
Niels Joachim Gormsen and Ralph S J Koijen
The Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 574–597, https://doi.org/10.1093/rapstu/raaa013
Published: 11 September 2020
Journal Article
The Unprecedented Stock Market Reaction to COVID-19 Free
Scott R Baker and others
The Review of Asset Pricing Studies, Volume 10, Issue 4, December 2020, Pages 742–758, https://doi.org/10.1093/rapstu/raaa008
Published: 18 July 2020
Journal Article
EDITOR'S CHOICE
Rethinking Production under Uncertainty
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John H Cochrane
The Review of Asset Pricing Studies, Volume 11, Issue 1, March 2021, Pages 1–59, https://doi.org/10.1093/rapstu/raaa006
Published: 26 June 2020
Journal Article
Stock Price Movements: Business-Cycle and Low-Frequency Perspectives
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Chunhua Lan
The Review of Asset Pricing Studies, Volume 10, Issue 2, June 2020, Pages 335–395, https://doi.org/10.1093/rapstu/raaa002
Published: 13 March 2020
Journal Article
Publication Bias and the Cross-Section of Stock Returns
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Andrew Y Chen and Tom Zimmermann
The Review of Asset Pricing Studies, Volume 10, Issue 2, June 2020, Pages 249–289, https://doi.org/10.1093/rapstu/raz011
Published: 27 November 2019
Journal Article
First to “Read” the News: News Analytics and Algorithmic Trading
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Bastian von Beschwitz and others
The Review of Asset Pricing Studies, Volume 10, Issue 1, February 2020, Pages 122–178, https://doi.org/10.1093/rapstu/raz007
Published: 21 August 2019
Journal Article
Learning, Fast or Slow
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Brad M Barber and others
The Review of Asset Pricing Studies, Volume 10, Issue 1, February 2020, Pages 61–93, https://doi.org/10.1093/rapstu/raz006
Published: 12 August 2019
Journal Article
Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests
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Chris Kirby
The Review of Asset Pricing Studies, Volume 10, Issue 2, June 2020, Pages 290–334, https://doi.org/10.1093/rapstu/raz005
Published: 25 June 2019
Journal Article
Real Exchange Rates and Currency Risk Premiums
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Pierluigi Balduzzi and I-Hsuan Ethan Chiang
The Review of Asset Pricing Studies, Volume 10, Issue 1, February 2020, Pages 94–121, https://doi.org/10.1093/rapstu/raz002
Published: 18 January 2019
Journal Article
EDITOR'S CHOICE
A Fresh Look at Return Predictability Using a More Efficient Estimator
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Travis L Johnson
The Review of Asset Pricing Studies, Volume 9, Issue 1, June 2019, Pages 1–46, https://doi.org/10.1093/rapstu/ray010
Published: 21 December 2018
Journal Article
The Causal Effects of Short-Selling Bans: Evidence from Eligibility Thresholds
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Alan D Crane and others
The Review of Asset Pricing Studies, Volume 9, Issue 1, June 2019, Pages 137–170, https://doi.org/10.1093/rapstu/ray004
Published: 11 June 2018
Journal Article
Aggregate Tail Risk and Expected Returns
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David A Chapman and others
The Review of Asset Pricing Studies, Volume 8, Issue 1, June 2018, Pages 36–76, https://doi.org/10.1093/rapstu/ray002
Published: 30 January 2018
Journal Article
Long-Horizon Returns
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Eugene F Fama and Kenneth R French
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 232–252, https://doi.org/10.1093/rapstu/ray001
Published: 15 January 2018
Journal Article
EDITOR'S CHOICE
Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels
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Kadir Babaoğlu and others
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 183–231, https://doi.org/10.1093/rapstu/rax021
Published: 04 August 2017
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