Review of Financial Studies

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  Año 2015, Vol. 28, Número 3

  • Editor'S choice: : Digesting anomalies: An investment approach

    Kewei Hou, Chen Xue, Lu Zhang

    • Resumen

    págs. 650-705

    

  • Investor Information, Long-Run Risk, and the Term Structure of Equity

    Mariano M. Croce, Martin Lettau, Sydney C. Ludvigson

    • Resumen

    págs. 706-742

    

  • Dynamic hedging and extreme asset co-movements

    Redouane Elkamhi, Denitsa Stefanova

    • Resumen

    págs. 743-790

    

  • Investor sentiment aligned: : A powerful predictor of stock returns

    Dashan Huang, Yuwei Jiang, Jun Tu, Guofu Zhou

    • Resumen

    págs. 791-837

    

  • Cognitive limitation and investment performance: : Evidence from limit order clustering

    Wei-Yu Kuo, Tse-Chun Lin, Jing Zhao

    • Resumen

    págs. 838-875

    

  • Self-exciting jumps, learning, and asset pricing implications

    Andras Fulop, Junye Li, Jun Yu

    • Resumen

    págs. 876-912

    

  • Can housing risk be diversified? A cautionary tale from the housing boom and bust

    John Cotter, Stuart Gabriel, Richard Roll

    • Resumen

    págs. 913-936