Works matching IS 08939454 AND DT 2022 AND VI 35 AND IP 3

Results: 12

Disagreement in the Equity Options Market and Stock Returns.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1443, doi. 10.1093/rfs/hhab078

By:

Golez, Benjamin;
Goyenko, Ruslan

Publication type:

Article

Efficiency of Dynamic Portfolio Choices: An Experiment.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1279, doi. 10.1093/rfs/hhab071

By:

Magnani, Jacopo;
Rabanal, Jean Paul;
Rud, Olga A;
Wang, Yabin

Publication type:

Article

Option Return Predictability.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1394, doi. 10.1093/rfs/hhab067

By:

Zhan, Xintong (Eunice);
Han, Bing;
Cao, Jie;
Tong, Qing

Publication type:

Article

Fiscal Cyclicality and Currency Risk Premia.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1527, doi. 10.1093/rfs/hhab061

By:

Jiang, Zhengyang

Publication type:

Article

Consumers as Financiers: Consumer Surplus, Crowdfunding, and Initial Coin Offerings.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1105, doi. 10.1093/rfs/hhab058

By:

Lee, Jeongmin;
Parlour, Christine A

Publication type:

Article

Short-term Momentum.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1480, doi. 10.1093/rfs/hhab055

By:

Medhat, Mamdouh;
Schmeling, Maik

Publication type:

Article

Contractual Restrictions and Debt Traps.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1141, doi. 10.1093/rfs/hhab054

By:

Liu, Ernest;
Roth, Benjamin N

Publication type:

Article

Conditional Dynamics and the Multihorizon Risk-Return Trade-Off.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1310, doi. 10.1093/rfs/hhab053

By:

Chernov, Mikhail;
Lochstoer, Lars A;
Lundeby, Stig R H

Publication type:

Article

Stock Return Extrapolation, Option Prices, and Variance Risk Premium.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1348, doi. 10.1093/rfs/hhab051

By:

Atmaz, Adem

Publication type:

Article

Persistent Blessings of Luck: Theory and an Application to Venture Capital.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1183, doi. 10.1093/rfs/hhab049

By:

Cong, Lin William;
Xiao, Yizhou

Publication type:

Article

Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1222, doi. 10.1093/rfs/hhab041

By:

Barroso, Pedro;
Saxena, Konark

Publication type:

Article

Inflating Away the Public Debt? An Empirical Assessment.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1553, doi. 10.1093/rfs/hhab018

By:

Hilscher, Jens;
Raviv, Alon;
Reis, Ricardo

Publication type:

Article