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JEL: G12 - Asset Pricing; Trading volume; Bond Interest Rates
Journal Article
Duration-Based Valuation of Corporate Bonds Get access
The Review of Financial Studies, Volume 38, Issue 1, January 2025, Pages 158–191, https://doi.org/10.1093/rfs/hhae054
Published: 20 September 2024
Journal Article
News and Asset Pricing: A High-Frequency Anatomy of the SDF Get access
The Review of Financial Studies, Volume 38, Issue 3, March 2025, Pages 712–759, https://doi.org/10.1093/rfs/hhae019
Published: 16 May 2024
Journal Article
A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing Get access
The Review of Financial Studies, Volume 37, Issue 8, August 2024, Pages 2461–2509, https://doi.org/10.1093/rfs/hhae011
Published: 19 March 2024
Journal Article
Missing Data in Asset Pricing Panels Get access
The Review of Financial Studies, Volume 38, Issue 3, March 2025, Pages 760–802, https://doi.org/10.1093/rfs/hhae003
Published: 27 January 2024
Journal Article
Holding Period Effects in Dividend Strip Returns Get access
The Review of Financial Studies, Volume 37, Issue 10, October 2024, Pages 3188–3215, https://doi.org/10.1093/rfs/hhae002
Published: 24 January 2024
Journal Article
Corporate Climate Risk: Measurements and Responses Get access
The Review of Financial Studies, Volume 37, Issue 6, June 2024, Pages 1778–1830, https://doi.org/10.1093/rfs/hhad094
Published: 16 January 2024
Journal Article
Are Analyst “Top Picks” Informative? Get access
The Review of Financial Studies, Volume 37, Issue 5, May 2024, Pages 1538–1583, https://doi.org/10.1093/rfs/hhad099
Published: 23 December 2023
Journal Article
Selective Default Expectations
The Review of Financial Studies, Volume 37, Issue 6, June 2024, Pages 1979–2015, https://doi.org/10.1093/rfs/hhad087
Published: 04 December 2023
Journal Article
The Psychological Externalities of Investing: Evidence from Stock Returns and Crime Get access
The Review of Financial Studies, Volume 37, Issue 7, July 2024, Pages 2273–2314, https://doi.org/10.1093/rfs/hhad090
Published: 01 December 2023
Journal Article
The Market Inside the Market: Odd-Lot Quotes Get access
The Review of Financial Studies, Volume 38, Issue 3, March 2025, Pages 661–711, https://doi.org/10.1093/rfs/hhad074
Published: 19 September 2023
Journal Article
Currency Risk Premiums Redux
The Review of Financial Studies, Volume 37, Issue 2, February 2024, Pages 356–408, https://doi.org/10.1093/rfs/hhad049
Published: 02 June 2023
Journal Article
Welfare Consequences of Sustainable Finance Get access
The Review of Financial Studies, Volume 36, Issue 12, December 2023, Pages 4864–4918, https://doi.org/10.1093/rfs/hhad048
Published: 01 June 2023
Journal Article
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text Get access
The Review of Financial Studies, Volume 36, Issue 12, December 2023, Pages 4759–4787, https://doi.org/10.1093/rfs/hhad042
Published: 15 May 2023
Journal Article
When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets Get access
The Review of Financial Studies, Volume 36, Issue 10, October 2023, Pages 4190–4232, https://doi.org/10.1093/rfs/hhad028
Published: 18 April 2023
Journal Article
The Overnight Drift Get access
The Review of Financial Studies, Volume 36, Issue 9, September 2023, Pages 3502–3547, https://doi.org/10.1093/rfs/hhad020
Published: 13 March 2023
Journal Article
Option Return Predictability with Machine Learning and Big Data Get access
The Review of Financial Studies, Volume 36, Issue 9, September 2023, Pages 3548–3602, https://doi.org/10.1093/rfs/hhad017
Published: 24 February 2023
Journal Article
What Drives Firms’ Hiring Decisions? An Asset Pricing Perspective Get access
The Review of Financial Studies, Volume 36, Issue 9, September 2023, Pages 3825–3860, https://doi.org/10.1093/rfs/hhad012
Published: 09 February 2023
Journal Article
Factor Momentum Get access
The Review of Financial Studies, Volume 36, Issue 8, August 2023, Pages 3034–3070, https://doi.org/10.1093/rfs/hhad006
Published: 16 January 2023
Journal Article
Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
The Review of Financial Studies, Volume 36, Issue 6, June 2023, Pages 2361–2396, https://doi.org/10.1093/rfs/hhac085
Published: 31 October 2022
Journal Article
Pricing Implications of Noise Get access
The Review of Financial Studies, Volume 36, Issue 6, June 2023, Pages 2468–2508, https://doi.org/10.1093/rfs/hhac082
Published: 25 October 2022
