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The Review of Financial Studies

Volume 34 · Issue 7

Jun 18, 20217 articles

Big Data in Finance

Itay Goldstein · Chester S Spatt · Mao Ye

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Jun 18, 2021pp. 3213-3225DOI: 10.1093/rfs/hhab038 ↗

Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News

Hedi Benamar · Thierry Foucault · Clara Vega

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Jun 18, 2021pp. 3403-3455DOI: 10.1093/rfs/hhaa072 ↗

Institutional Order Handling and Broker-Affiliated Trading Venues

Amber Anand · Mehrdad Samadi · Jonathan Sokobin · Kumar Venkataraman

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Jun 18, 2021pp. 3364-3402DOI: 10.1093/rfs/hhab004 ↗

Measuring Corporate Culture Using Machine Learning

Kai Li · Feng Mai · Rui Shen · Xinyan Yan

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Jun 18, 2021pp. 3265-3315DOI: 10.1093/rfs/hhaa079 ↗

Microstructure in the Machine Age

David Easley · Marcos López de Prado · Maureen O’Hara · Zhibai Zhang

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Jun 18, 2021pp. 3316-3363DOI: 10.1093/rfs/hhaa078 ↗

Selecting Directors Using Machine Learning

Isil Erel · Léa H Stern · Chenhao Tan · Michael S Weisbach

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Jun 18, 2021pp. 3226-3264DOI: 10.1093/rfs/hhab050 ↗

Thousands of Alpha Tests

Stefano Giglio · Yuan Liao · Dacheng Xiu

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Jun 18, 2021pp. 3456-3496DOI: 10.1093/rfs/hhaa111 ↗