Volume 35 · Issue 5

Apr 19, 202212 articles

A Model of Two Days: Discrete News and Asset Prices

Jessica A Wachter · Yicheng Zhu

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Apr 19, 2022pp. 2246-2307DOI: 10.1093/rfs/hhab080 ↗

A Theory of Liquidity Spillover between Bond and CDS Markets

Batchimeg Sambalaibat

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Apr 19, 2022pp. 2525-2569DOI: 10.1093/rfs/hhab094 ↗

Asset Pricing with Fading Memory

Stefan Nagel · Zhengyang Xu

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Apr 19, 2022pp. 2190-2245DOI: 10.1093/rfs/hhab086 ↗

Can Shorts Predict Returns? A Global Perspective

Ekkehart Boehmer · Zsuzsa R Huszár · Yanchu Wang · Xiaoyan Zhang · Xinran Zhang

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Apr 19, 2022pp. 2428-2463DOI: 10.1093/rfs/hhab079 ↗

Credit Default Swaps around the World

Söhnke M Bartram · Jennifer Conrad · Jongsub Lee · Marti G Subrahmanyam

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Apr 19, 2022pp. 2464-2524DOI: 10.1093/rfs/hhab092 ↗

Dark Pool Trading and Information Acquisition

Jonathan Brogaard · Jing Pan

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Apr 19, 2022pp. 2625-2666DOI: 10.1093/rfs/hhab098 ↗

Exchange Competition, Entry, and Welfare

Giovanni Cespa · Xavier Vives

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Apr 19, 2022pp. 2570-2624DOI: 10.1093/rfs/hhab101 ↗

Foreign Exchange Volume

Giovanni Cespa · Antonio Gargano · Steven J Riddiough · Lucio Sarno

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Apr 19, 2022pp. 2386-2427DOI: 10.1093/rfs/hhab095 ↗

Intermediaries and Asset Prices: International Evidence since 1870

Matthew Baron · Tyler Muir

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Apr 19, 2022pp. 2144-2189DOI: 10.1093/rfs/hhab077 ↗

Monetary Policy Risk: Rules versus Discretion

David K Backus · Mikhail Chernov · Stanley E Zin · Irina Zviadadze

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Apr 19, 2022pp. 2308-2344DOI: 10.1093/rfs/hhab090 ↗

The Cross-Section of Bank Value

Mark Egan · Stefan Lewellen · Adi Sunderam

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Apr 19, 2022pp. 2101-2143DOI: 10.1093/rfs/hhab089 ↗

Volatility Risk Pass-Through

Riccardo Colacito · Mariano M Croce · Yang Liu · Ivan Shaliastovich

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Apr 19, 2022pp. 2345-2385DOI: 10.1093/rfs/hhab096 ↗