A Taxonomy of Anomalies and Their Trading CostsRobert Novy-Marx · Mihail VelikovDiscuss this article →January 2016pp. 104-147DOI: 10.1093/rfs/hhv063 ↗
Dissecting Anomalies with a Five-Factor ModelEugene F. Fama · Kenneth R. FrenchDiscuss this article →January 2016pp. 69-103DOI: 10.1093/rfs/hhv043 ↗
Durable Goods, Inflation Risk, and Equilibrium Asset PricesBjørn Eraker · Ivan Shaliastovich · Wenyu WangDiscuss this article →January 2016pp. 193-231DOI: 10.1093/rfs/hhv049 ↗
Editorial BoardAuthors not recordedDiscuss this article →January 2016pp. i2-i2DOI: 10.1093/rfs/hhv089 ↗
Forthcoming ArticlesAuthors not recordedDiscuss this article →January 2016pp. i3-i3DOI: 10.1093/rfs/hhv090 ↗
In Memoriam: Rick GreenAuthors not recordedDiscuss this article →January 2016pp. 1-1DOI: 10.1093/rfs/hhv075 ↗
The Cross-Section of Expected Returns: Where We Stand TodayG. Andrew KarolyiDiscuss this article →January 2016pp. 2-4DOI: 10.1093/rfs/hhv124 ↗
The Dynamics of Crises and the Equity PremiumNicole Branger · Holger Kraft · Christoph MeinerdingDiscuss this article →January 2016pp. 232-270DOI: 10.1093/rfs/hhv057 ↗
Volume 29 Number 1 January 2016The Review of Financial Studies - Table of Contents:Authors not recordedDiscuss this article →January 2016pp. i4-i4DOI: 10.1093/rfs/hhv091 ↗
Wage Rigidity: A Quantitative Solution to Several Asset Pricing PuzzlesJack Favilukis · Xiaoji LinDiscuss this article →January 2016pp. 148-192DOI: 10.1093/rfs/hhv041 ↗
… and the Cross-Section of Expected ReturnsCampbell R. Harvey · Yan Liu · Heqing ZhuDiscuss this article →January 2016pp. 5-68DOI: 10.1093/rfs/hhv059 ↗
