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JEL: C58 - Financial Econometrics
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Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning Get access

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Yufeng Han and others
Review of Finance, Volume 28, Issue 6, November 2024, Pages 1807–1831, https://doi.org/10.1093/rof/rfae027
Published: 20 August 2024
Journal Article

Forecasting the Equity Premium: Mind the News! Get access

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Philipp Adämmer and Rainer A Schüssler
Review of Finance, Volume 24, Issue 6, November 2020, Pages 1313–1355, https://doi.org/10.1093/rof/rfaa007
Published: 13 May 2020
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Linear Approximations and Tests of Conditional Pricing Models Get access

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Michael W Brandt and David A Chapman
Review of Finance, Volume 22, Issue 2, March 2018, Pages 455–489, https://doi.org/10.1093/rof/rfy003
Published: 27 January 2018
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Hedge Fund Replication: A Model Combination Approach Get access

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Michael S. O’Doherty and others
Review of Finance, Volume 21, Issue 4, July 2017, Pages 1767–1804, https://doi.org/10.1093/rof/rfw037
Published: 28 July 2016
Journal Article

Is Tail Risk Priced in Credit Default Swap Premia? Get access

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Christian Meine and others
Review of Finance, Volume 20, Issue 1, March 2016, Pages 287–336, https://doi.org/10.1093/rof/rfv008
Published: 31 March 2015
Journal Article

Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence Get access

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Torben G. Andersen and Oleg Bondarenko
Review of Finance, Volume 19, Issue 1, March 2015, Pages 1–54, https://doi.org/10.1093/rof/rfu041
Published: 25 September 2014
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Consumption Volatility and the Cross-Section of Stock Returns Get access

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Roméo Tédongap
Review of Finance, Volume 19, Issue 1, March 2015, Pages 367–405, https://doi.org/10.1093/rof/rft058
Published: 13 January 2014