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The Review of Financial Studies

Volume 31 · Issue 2

Feb 1, 201810 articles

A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem

Gurdip Bakshi · Fousseni Chabi-Yo · Xiaohui Gao

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Feb 1, 2018pp. 532-555DOI: 10.1093/rfs/hhx108 ↗

Are Mutual Fund Managers Paid for Investment Skill?

Markus Ibert · Ron Kaniel · Stijn Van Nieuwerburgh · Roine Vestman

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Feb 1, 2018pp. 715-772DOI: 10.1093/rfs/hhx105 ↗

Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory

Doron Avramov · Scott Cederburg · Katarína Lučivjanská

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Feb 1, 2018pp. 556-594DOI: 10.1093/rfs/hhx079 ↗

Cross-Subsidization in Institutional Asset Management Firms

Ranadeb Chaudhuri · Zoran Ivković · Charles Trzcinka

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Feb 1, 2018pp. 638-677DOI: 10.1093/rfs/hhx075 ↗

Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability

Eric Ghysels · Casidhe Horan · Emanuel Moench

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Feb 1, 2018pp. 678-714DOI: 10.1093/rfs/hhx098 ↗

Open-End Organizational Structures and Limits to Arbitrage

Mariassunta Giannetti · Bige Kahraman

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Feb 1, 2018pp. 773-810DOI: 10.1093/rfs/hhx057 ↗

Pricing Kernel Monotonicity and Conditional Information

Matthew Linn · Sophie Shive · Tyler Shumway

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Feb 1, 2018pp. 493-531DOI: 10.1093/rfs/hhx095 ↗

Robust Bond Risk Premia

Michael D. Bauer · James D. Hamilton

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Feb 1, 2018pp. 399-448DOI: 10.1093/rfs/hhx096 ↗

Structural GARCH: The Volatility-Leverage Connection

Robert F. Engle · Emil N. Siriwardane

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Feb 1, 2018pp. 449-492DOI: 10.1093/rfs/hhx099 ↗

The Factor Structure in Equity Options

Peter Christoffersen · Mathieu Fournier · Kris Jacobs

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Feb 1, 2018pp. 595-637DOI: 10.1093/rfs/hhx089 ↗