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

2024-8-31

A Survey of Short-Selling Regulations

2024-8-12

Systematic Skewness and Stock Returns

2024-6-14

Predicting the Equity Premium with Combination Forecasts: A Reappraisal

2024-4-10

An Empirical Assessment of Characteristics and Optimal Portfolios

2024-3-18

Equity Return Predictability with the ICAPM

2024-3-14

Contingent Claims and Hedging of Credit Risk with Equity Options

2024-3-8

Decomposing Uncertainty in Macro-Finance Term Structure Models

2024-2-4

Trend Factor in China: The Role of Large Individual Trading

2024-1-27

Loss Sharing in Central Clearinghouses: Winners and Losers

2024-1-24

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

2024-1-10

Investors’ Beliefs and Cryptocurrency Prices

2024-1-8

Oil Price Exposure and the Cross-Section of Stock Returns

2023-12-19

A New Value Strategy

2023-11-16

Is Firm-Level Political Risk Priced in the Equity Option Market?

2023-10-26

Investor Demand for Leverage: Evidence from Equity Closed-End Funds

2023-7-20

Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction

2023-6-20

Factor Timing with Portfolio Characteristics

2023-6-6

Mutual Fund Proliferation and Entry Deterrence

2023-5-16

Never a Dull Moment: Entropy Risk in Commodity Markets

2023-5-4

Short Interest and Aggregate Stock Returns: International Evidence

2023-4-17

Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns

2023-4-3

Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions

2023-2-27

Which Factors for Corporate Bond Returns?

2023-2-23

Limits of Arbitrage and Primary Risk-Taking in Derivative Securities

2023-2-14

The Other Insiders: Personal Trading by Brokers, Analysts, and Fund Managers

2023-2-14

Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns

2023-1-6

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

2022-12-19

Small Rebalanced Portfolios Often Beat the Market over Long Horizons

2022-12-5

Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds

2022-11-22

In Search of Habitat

2022-11-15

The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds

2022-11-10

What Drives the Size and Value Factors?

2022-10-3

Safe Asset Carry Trade

2022-9-8

The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data

2022-8-5

Why Do Predicted Stock Issuers Earn Low Returns?

2022-7-22

Correction to: An Evaluation of Alternative Multiple Testing Methods for Finance Applications

2022-7-22

Asset Pricing Implications of Firms’ Government Sales Dependency

2022-4-26

Liquidation Cascade and Anticipatory Trading: Evidence from the Structured Equity Product Market

2022-4-4

Investor Information Choice with Macro and Micro Information

2022-3-14

Self-Fulfilling Asset Prices

2022-3-11

The Cross-Section of Cryptocurrency Returns

2022-3-7

Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?

2022-2-9

The Marketing Capability Premium

2022-2-1

Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models

2022-1-28

Short Selling ETFs

2022-1-27

Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds

2022-1-19

Inventory-Constrained Underwriters and Corporate Bond Offerings

2022-1-9

Equity Risk Premium Predictability from Cross-Sectoral Downturns

2022-1-4

Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales

2021-12-16