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JEL: C1 - Econometric and Statistical Methods and Methodology: General
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
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 Effects of a Targeted Financial Constraint on the Housing Market Get access
The Review of Financial Studies, Volume 34, Issue 8, August 2021, Pages 3742–3788, https://doi.org/10.1093/rfs/hhab047
Published: 20 April 2021
Journal Article
EDITOR'S CHOICE
Selecting Directors Using Machine Learning Get access
The Review of Financial Studies, Volume 34, Issue 7, July 2021, Pages 3226–3264, https://doi.org/10.1093/rfs/hhab050
Published: 20 April 2021
Journal Article
EDITOR'S CHOICE
Methodological Variation in Empirical Corporate Finance Get access
The Review of Financial Studies, Volume 35, Issue 2, February 2022, Pages 527–575, https://doi.org/10.1093/rfs/hhab030
Published: 16 March 2021
Journal Article
Firm Characteristics and Empirical Factor Models: A Model Mining Experiment Get access
The Review of Financial Studies, Volume 34, Issue 12, December 2021, Pages 6087–6125, https://doi.org/10.1093/rfs/hhaa126
Published: 09 November 2020
Journal Article
Thousands of Alpha Tests Get access
The Review of Financial Studies, Volume 34, Issue 7, July 2021, Pages 3456–3496, https://doi.org/10.1093/rfs/hhaa111
Published: 24 September 2020
Journal Article
Break Risk Get access
The Review of Financial Studies, Volume 34, Issue 4, April 2021, Pages 2045–2100, https://doi.org/10.1093/rfs/hhaa084
Published: 14 August 2020
Journal Article
The Skewness of the Stock Market over Long Horizons Get access
The Review of Financial Studies, Volume 34, Issue 3, March 2021, Pages 1572–1616, https://doi.org/10.1093/rfs/hhaa048
Published: 25 April 2020
Journal Article
Dissecting Characteristics Nonparametrically Get access
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2326–2377, https://doi.org/10.1093/rfs/hhz123
Published: 17 April 2020
Journal Article
Factors That Fit the Time Series and Cross-Section of Stock Returns Get access
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2274–2325, https://doi.org/10.1093/rfs/hhaa020
Published: 17 March 2020
Journal Article
Anomalies and False Rejections Get access
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2134–2179, https://doi.org/10.1093/rfs/hhaa018
Published: 17 February 2020
Journal Article
Testing Beta-Pricing Models Using Large Cross-Sections Get access
The Review of Financial Studies, Volume 33, Issue 6, June 2020, Pages 2796–2842, https://doi.org/10.1093/rfs/hhz064
Published: 01 July 2019
Journal Article
Cumulative Prospect Theory, Option Returns, and the Variance Premium Get access
The Review of Financial Studies, Volume 32, Issue 9, September 2019, Pages 3667–3723, https://doi.org/10.1093/rfs/hhy127
Published: 07 December 2018
Journal Article
Approaching Mean-Variance Efficiency for Large Portfolios Get access
The Review of Financial Studies, Volume 32, Issue 7, July 2019, Pages 2890–2919, https://doi.org/10.1093/rfs/hhy105
Published: 22 September 2018
Journal Article
Estimating and Testing Dynamic Corporate Finance Models Get access
The Review of Financial Studies, Volume 31, Issue 1, January 2018, Pages 322–361, https://doi.org/10.1093/rfs/hhx080
Published: 14 July 2017
Journal Article
Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory Get access
The Review of Financial Studies, Volume 31, Issue 2, February 2018, Pages 556–594, https://doi.org/10.1093/rfs/hhx079
Published: 14 July 2017
Journal Article
Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks Get access
The Review of Financial Studies, Volume 30, Issue 12, December 2017, Pages 4349–4388, https://doi.org/10.1093/rfs/hhx052
Published: 08 June 2017
Journal Article
Measuring Liquidity in Bond Markets Get access
The Review of Financial Studies, Volume 29, Issue 5, May 2016, Pages 1170–1219, https://doi.org/10.1093/rfs/hhv132
Published: 27 January 2016
Journal Article
Robust Bayesian Portfolio Choices Get access
The Review of Financial Studies, Volume 29, Issue 5, May 2016, Pages 1330–1375, https://doi.org/10.1093/rfs/hhw001
Published: 27 January 2016
