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Volume 8, Issue 2, December 2018
Articles
Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 183–231, https://doi.org/10.1093/rapstu/rax021
Long-Horizon Returns
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 232–252, https://doi.org/10.1093/rapstu/ray001
How Aggregate Volatility-of-Volatility Affects Stock Returns
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 253–292, https://doi.org/10.1093/rapstu/rax019
Nonlocal Disadvantage: An Examination of Social Media Sentiment
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 293–336, https://doi.org/10.1093/rapstu/rax020
A General Equilibrium Model of the Value Premium with Time-Varying Risk Premia
The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 337–374, https://doi.org/10.1093/rapstu/rax023
