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JEL: G13 - Contingent Pricing; Futures Pricing
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
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
Persistent Crises and Levered Asset Prices Get access
The Review of Financial Studies, Volume 36, Issue 6, June 2023, Pages 2571–2616, https://doi.org/10.1093/rfs/hhac081
Published: 25 October 2022
Journal Article
Order Flows and Financial Investor Impacts in Commodity Futures Markets Get access
The Review of Financial Studies, Volume 35, Issue 10, October 2022, Pages 4712–4755, https://doi.org/10.1093/rfs/hhac008
Published: 16 February 2022
Journal Article
The Market Risk Premium for Unsecured Consumer Credit Risk Get access
The Review of Financial Studies, Volume 35, Issue 10, October 2022, Pages 4756–4801, https://doi.org/10.1093/rfs/hhac002
Published: 07 January 2022
Journal Article
A Model of Two Days: Discrete News and Asset Prices Get access
The Review of Financial Studies, Volume 35, Issue 5, May 2022, Pages 2246–2307, https://doi.org/10.1093/rfs/hhab080
Published: 28 July 2021
Journal Article
Disagreement in the Equity Options Market and Stock Returns Get access
The Review of Financial Studies, Volume 35, Issue 3, March 2022, Pages 1443–1479, https://doi.org/10.1093/rfs/hhab078
Published: 14 July 2021
Journal Article
Option Return Predictability Get access
The Review of Financial Studies, Volume 35, Issue 3, March 2022, Pages 1394–1442, https://doi.org/10.1093/rfs/hhab067
Published: 08 June 2021
Journal Article
Stock Return Extrapolation, Option Prices, and Variance Risk Premium Get access
The Review of Financial Studies, Volume 35, Issue 3, March 2022, Pages 1348–1393, https://doi.org/10.1093/rfs/hhab051
Published: 22 April 2021
Journal Article
The State Price Density Implied by Crude Oil Futures and Option Prices Get access
The Review of Financial Studies, Volume 35, Issue 2, February 2022, Pages 1064–1103, https://doi.org/10.1093/rfs/hhab011
Published: 30 January 2021
Journal Article
Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? Get access
The Review of Financial Studies, Volume 34, Issue 4, April 2021, Pages 1952–1986, https://doi.org/10.1093/rfs/hhaa082
Published: 19 July 2020
Journal Article
Carbon Tail Risk Get access
The Review of Financial Studies, Volume 34, Issue 3, March 2021, Pages 1540–1571, https://doi.org/10.1093/rfs/hhaa071
Published: 27 June 2020
Journal Article
The Chinese Warrants Bubble: Evidence from Brokerage Account Records Get access
The Review of Financial Studies, Volume 34, Issue 1, January 2021, Pages 264–312, https://doi.org/10.1093/rfs/hhaa037
Published: 25 March 2020
Journal Article
Renting Balance Sheet Space: Intermediary Balance Sheet Rental Costs and the Valuation of Derivatives Get access
The Review of Financial Studies, Volume 33, Issue 11, November 2020, Pages 5051–5091, https://doi.org/10.1093/rfs/hhaa033
Published: 16 March 2020
Journal Article
EDITOR'S CHOICE
Options Trading Costs Are Lower than You Think Get access
The Review of Financial Studies, Volume 33, Issue 11, November 2020, Pages 4973–5014, https://doi.org/10.1093/rfs/hhaa010
Published: 10 February 2020
Journal Article
Beta Risk in the Cross-Section of Equities Get access
The Review of Financial Studies, Volume 33, Issue 9, September 2020, Pages 4318–4366, https://doi.org/10.1093/rfs/hhz139
Published: 20 December 2019
Journal Article
Banks’ Risk Dynamics and Distance to Default Get access
The Review of Financial Studies, Volume 33, Issue 6, June 2020, Pages 2421–2467, https://doi.org/10.1093/rfs/hhz125
Published: 17 October 2019
Journal Article
Macroeconomic Tail Risks and Asset Prices Get access
The Review of Financial Studies, Volume 33, Issue 8, August 2020, Pages 3541–3582, https://doi.org/10.1093/rfs/hhz105
Published: 19 September 2019
Journal Article
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage Get access
The Review of Financial Studies, Volume 33, Issue 7, July 2020, Pages 3307–3347, https://doi.org/10.1093/rfs/hhz097
Published: 03 September 2019
