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Review of Asset Pricing Studies

Oxford University Press

AJG 3ABDC A*
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Primary Capital Market Transactions and Index Funds
C Murray & Marco Sammon
20260 citations
Macro Financial Trends and Market Expected Returns
Yufeng Han et al.
20260 citations
Cheap Options Are Expensive
Alexei Boulatov et al.
20260 citations
Asset Pricing in the Information Age: Employee Expectations and Stock Returns
Jinfei Sheng
20259 citations
Alpha Go Everywhere: Machine Learning and International Stock Returns
Darwin Choi et al.
20258 citations
Jumps and Post-FOMC Announcement Returns in Currency Markets
Suzanne Lee & Minho Wang
20251 citations
Short Selling Around News in International Stock Markets
Arseny Gorbenko
20251 citations
Cross-Sectional Identification of Private Information
Dion Bongaerts et al.
20251 citations
Asset Growth Anomaly of Corporate Bonds: A Decomposition Analysis
Fang Chen et al.
20250 citations
To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending
Mitsuru Katagiri et al.
20250 citations
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks
George M. Constantinides
20250 citations
Information from Inaction: Vested Options Unexercised and Firm Performance
Dien Giau Bui et al.
20250 citations
Cross-Sectional Variation of Risk-targeting Option Portfolios
Liuren Wu & Yaofei Xu
20250 citations
Priority Rules, Internalization, and Payment for Order Flow
Hans Degryse & Nikolaos Karagiannis
20250 citations
Interacting Anomalies
Karsten Müller & Simon Schmickler
20250 citations
Investors’ Beliefs and Cryptocurrency Prices
Matteo Benetton & Giovanni Compiani
202434 citations
Trend Factor in China: The Role of Large Individual Trading
Yang Liu et al.
202433 citations
A Survey of Short-Selling Regulations
Amy K. Edwards et al.
202412 citations
Predicting the Equity Premium with Combination Forecasts: A Reappraisal
Sebastian Denk & Günter Löffler
20246 citations
Equity Return Predictability with the ICAPM
Michael Hasler & Charles Martineau
20245 citations

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