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Review of Financial Studies is a peer-reviewed journal published by Oxford University Press, covering Financial Markets and Investment Strategies, Corporate Finance and Governance, Banking stability, regulation, efficiency.
| Publisher | Oxford University Press |
|---|---|
| Reference style | Author–year (OUP) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', Review of Financial Studies, 12(3), pp. 45–58.
Formats any DOI in the closest standard style — Review of Financial Studies has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Corporate Finance and Governance Banking stability, regulation, efficiency Housing Market and Economics Auditing, Earnings Management, Governance |
| ISSN | 0893-9454 |
| Citation impact (2-yr) | 10.66 |
| h-index | 395 |
| i10-index | 2,472 |
| Total citations | 616,360 |
| Article processing charge | $3,724 |
| Top institutions publishing here | Center for Economic and Policy Research |
| Journal website | academic.oup.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets, the residuals may be correlated across firms and across time, and OLS standard errors can be biased. Historically, the two literatures have used different solutions to this problem. Corporate finance has relied on Rogers standard…
I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I introduce stochastic interest rates and show how to apply the model to bond options and foreign currency options. Simulations show…
We provide a model that links an asset's market liquidity (i.e., the ease with which it is traded) and traders' funding liquidity (i.e., the ease with which they can obtain funding). Traders provide market liquidity, and their ability to do so depends on their availability of funding. Conversely, traders' funding, i.e., their capital and margin…
We test and confirm the hypothesis that individual investors are net buyers of attention-grabbing stocks, e.g., stocks in the news, stocks experiencing high abnormal trading volume, and stocks with extreme one-day returns. Attention-driven buying results from the difficulty that investors have searching the thousands of stocks they can potentially buy. Individual investors do not face…
Our article comprehensively reexamines the performance of variables that have been suggested by the academic literature to be good predictors of the equity premium. We find that by and large, these models have predicted poorly both in-sample (IS) and out-of-sample (OOS) for 30 years now; these models seem unstable, as diagnosed by their out-of-sample predictions…
