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REVIEW OF ASSET PRICING STUDIES

IF1.5
Papers11
Citations
Journal Papers 11
Publication Date
Macro Financial Trends and Market Expected Returns
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deleteHan, Yufeng; Lu, Yueliang (Jacques); Zhou, Guofu
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Cheap Options Are Expensive
delete2026-01-01
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deleteBoulatov, Alexei; Eisdorfer, Assaf; Goyal, Amit; Zhdanov, Alexei
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Primary Capital Market Transactions and Index Funds
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deleteMurray, Chris; Sammon, Marco
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Information from Inaction: Vested Options Unexercised and Firm Performance
delete2025-11-01
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deleteBui, Dien Giau; Lin, Chih-Yung; Lin, Tse-Chun
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Cross-Sectional Identification of Private Information
delete2025-10-01
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deleteBongaerts, Dion; Rosch, Dominik; van Dijk, Mathijs
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Cross-Sectional Identification of Private Information
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deleteBongaerts, Dion; Rosch, Dominik; van Dijk, Mathijs
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To Lend or Not to Lend: The Bank of Japan's ETF Purchase Program and Securities Lending
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deleteKatagiri, Mitsuru; Shino, Junnosuke; Takahashi, Koji
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Asset Growth Anomaly of Corporate Bonds: A Decomposition Analysis
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deleteChen, Fang; Huang, Jingzhi; Li, Yifei; Wu, Wenfeng; Yu, Tong
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