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The Review of Financial Studies

Volume 30 · Issue 4

Apr 1, 201712 articles

Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach

Nathaniel Light · Denys Maslov · Oleg Rytchkov

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Apr 1, 2017pp. 1339-1381DOI: 10.1093/rfs/hhw102 ↗

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Dion Bongaerts · Frank de Jong · Joost Driessen

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Apr 1, 2017pp. 1229-1269DOI: 10.1093/rfs/hhx005 ↗

Errata

Authors not recorded

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Apr 1, 2017pp. 1425-1425DOI: 10.1093/rfs/hhx014 ↗

Errata

Authors not recorded

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Apr 1, 2017pp. 1426-1426DOI: 10.1093/rfs/hhx013 ↗

Errata

Authors not recorded

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Apr 1, 2017pp. 1424-1424DOI: 10.1093/rfs/hhx017 ↗

Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach

Xuemin (Sterling) Yan · Lingling Zheng

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Apr 1, 2017pp. 1382-1423DOI: 10.1093/rfs/hhx001 ↗

Mispricing Factors

Robert F. Stambaugh · Yu Yuan

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Apr 1, 2017pp. 1270-1315DOI: 10.1093/rfs/hhw107 ↗

Need for Speed? Exchange Latency and Liquidity

Albert J. Menkveld · Marius A. Zoican

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Apr 1, 2017pp. 1188-1228DOI: 10.1093/rfs/hhx006 ↗

Size Discovery

Darrell Duffie · Haoxiang Zhu

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Apr 1, 2017pp. 1095-1150DOI: 10.1093/rfs/hhw112 ↗

The Dynamics of Market Efficiency

Dominik M. Rösch · Avanidhar Subrahmanyam · Mathijs A. van Dijk

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Apr 1, 2017pp. 1151-1187DOI: 10.1093/rfs/hhw085 ↗

Toxic Arbitrage

Thierry Foucault · Roman Kozhan · Wing Wah Tham

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Apr 1, 2017pp. 1053-1094DOI: 10.1093/rfs/hhw103 ↗

Which Alpha?

Francisco Barillas · Jay Shanken

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Apr 1, 2017pp. 1316-1338DOI: 10.1093/rfs/hhw101 ↗