Review of Financial Studies

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  Año 2016, Vol. 29, Número 8

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    Editor's choice: : Commonality in liquidity: A demand-side explanation

    Andrew Koch, Stefan Ruenzi, Laura Starks

    • Resumen

    págs. 1943-1974

    
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    How constraining are limits to arbitrage?

    Alexander Ljungqvist, Wenlan Qian

    • Resumen

    págs. 1975-2028

    
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    Asset pricing in the frequency domain: : Theory and empirics

    Ian Dew-Becker, Stefano Giglio

    • Resumen

    págs. 2029-2068

    
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    Skewness in expected macro fundamentals and the predictability of equity returns: : Evidence and theory

    Riccardo Colacito, Eric Ghysels, Jinghan Meng, Wasin Siwasarit

    • Resumen

    págs. 2069-2109

    
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    Commodities as collateral

    Ke Tang, Haoxiang Zhu

    • Resumen

    págs. 2110-2160

    
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    Currency premia and global imbalances

    Pasquale Della Corte, Steven J. Riddiough, Lucio Sarno

    • Resumen

    págs. 2161-2193

    
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    Can changes in the cost of carry explain the dynamics of corporate “cash” holdings?

    José Azar, Jean-François Kagy, Martin C. Schmalz

    • Resumen

    págs. 2194-2240

    
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    Horizon effects in average returns: : The role of slow information diffusion

    Oliver Boguth, Murray Carlson, Adlai fisher, Mikhail Simutin

    • Resumen

    págs. 2241-2281