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JEL: C15 - Statistical Simulation Methods: General
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When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets Get access

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Mohammad R Jahan-Parvar and Filip Zikes
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

Firm Characteristics and Empirical Factor Models: A Model Mining Experiment Get access

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Mary Tian
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

Break Risk Get access

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Simon C Smith and Allan Timmermann
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
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Cumulative Prospect Theory, Option Returns, and the Variance Premium Get access

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Lieven Baele and others
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

Simulation-Based Estimation of Contingent-Claims Prices Get access

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Peter C. B. Phillips and Jun Yu
The Review of Financial Studies, Volume 22, Issue 9, September 2009, Pages 3669–3705, https://doi.org/10.1093/rfs/hhp009
Published: 02 March 2009