The Review of Asset Pricing Studies

Volume 1 - 16

Current editor(s): Zhiguo He

From Society for Financial Studies
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The World Price of Credit Risk pp. 112-152: Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? pp. 153-202: Jing-Zhi Huang and Ming Huang
A Simple Test of the Affine Class of Term Structure Models pp. 203-244: Pierluigi Balduzzi and I-Hsuan Ethan Chiang
Mutual Fund Industry Selection and Persistence pp. 245-274: Jeffrey A. Busse and Qing Tong

Go Down Fighting: Short Sellers vs. Firms pp. 1-30: Owen A. Lamont
Does Mutual Fund Size Matter? The Relationship Between Size and Performance pp. 31-55: Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks pp. 57-87: Malcolm Baker and Jeffrey Wurgler
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify? pp. 89-110: Stephen Brown, Greg N. Gregoriou and Razvan Pascalau

Jensen's Inequality, Parameter Uncertainty, and Multi-period Investment pp. 1-34: Mark Grinblatt and Juhani T. Linnainmaa
Limited Investor Attention and Stock Market Misreactions to Accounting Information pp. 35-73: David Hirshleifer, Sonya S. Lim and Siew Hong Teoh
Does a Central Clearing Counterparty Reduce Counterparty Risk? pp. 74-95: Darrell Duffie and Haoxiang Zhu
Asset Pricing Tests with Long-run Risks in Consumption Growth pp. 96-136: George Constantinides and Anisha Ghosh