The Review of Asset Pricing Studies

Priority Rules, Internalization, and Payment for Order Flow Get access

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Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks Get access

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Asset Pricing in the Information Age: Employee Expectations and Stock Returns Get access

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Interacting Anomalies Get access

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A Portfolio-Balance Model of Inflation and Yield Curve Determination Get access

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“Superstitious” Investors

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The Cross-Section of Stock Returns Around the World in the Early Twentieth Century

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Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination Get access

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A Survey of Short-Selling Regulations Get access

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Systematic Skewness and Stock Returns

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Estimating Probability Weighting Functions through Option Pricing Bounds Get access

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Predicting the Equity Premium with Combination Forecasts: A Reappraisal Get access

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An Empirical Assessment of Characteristics and Optimal Portfolios Get access

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Equity Return Predictability with the ICAPM Get access

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Contingent Claims and Hedging of Credit Risk with Equity Options

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Decomposing Uncertainty in Macro-Finance Term Structure Models Get access

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Trend Factor in China: The Role of Large Individual Trading Get access

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Loss Sharing in Central Clearinghouses: Winners and Losers Get access

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Price of Regulations: Regulatory Costs and the Cross-section of Stock Returns

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