Volume 34 · Issue 1

Jan 1, 202112 articles

Best Buys and Own Brands: Investment Platforms’ Recommendations of Mutual Funds

Gordon Cookson · Tim Jenkinson · Howard Jones · Jose Vicente Martinez

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Jan 1, 2021pp. 227-263DOI: 10.1093/rfs/hhaa057 ↗

CAPM-Based Company (Mis)valuations

Olivier Dessaint · Jacques Olivier · Clemens A Otto · David Thesmar

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Jan 1, 2021pp. 1-66DOI: 10.1093/rfs/hhaa049 ↗

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Tania Babina · Chotibhak Jotikasthira · Christian Lundblad · Tarun Ramadorai

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Jan 1, 2021pp. 509-568DOI: 10.1093/rfs/hhaa028 ↗

Implied Stochastic Volatility Models

Yacine Aït-Sahalia · Chenxu Li · Chen Xu Li

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Jan 1, 2021pp. 394-450DOI: 10.1093/rfs/hhaa041 ↗

Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment

Richard B Evans · Yang Sun

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Jan 1, 2021pp. 67-107DOI: 10.1093/rfs/hhaa043 ↗

Momentum and Reversals When Overconfident Investors Underestimate Their Competition

Jiang Luo · Avanidhar Subrahmanyam · Sheridan Titman

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Jan 1, 2021pp. 351-393DOI: 10.1093/rfs/hhaa016 ↗

Out-of-Sample Performance of Mutual Fund Predictors

Christopher S Jones · Haitao Mo

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Jan 1, 2021pp. 149-193DOI: 10.1093/rfs/hhaa026 ↗

Portfolio Pumping and Managerial Structure

Saurin Patel · Sergei Sarkissian

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Jan 1, 2021pp. 194-226DOI: 10.1093/rfs/hhaa027 ↗

The Chinese Warrants Bubble: Evidence from Brokerage Account Records

Neil D Pearson · Zhishu Yang · Qi Zhang

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Jan 1, 2021pp. 264-312DOI: 10.1093/rfs/hhaa037 ↗

Untangling the Value Premium with Labor Shares

Andres Donangelo

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Jan 1, 2021pp. 451-508DOI: 10.1093/rfs/hhaa022 ↗

What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?

Narasimhan Jegadeesh · Chandra Sekhar Mangipudi

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Jan 1, 2021pp. 108-148DOI: 10.1093/rfs/hhaa045 ↗

Winners, Losers, and Regulators in a Derivatives Market Bubble

Xindan Li · Avanidhar Subrahmanyam · Xuewei Yang

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Jan 1, 2021pp. 313-350DOI: 10.1093/rfs/hhaa058 ↗