Elena Manresa, Francisco Peñaranda and Enrique Sentana, "Empirical Evaluation of Overspecified Asset Pricing Models," Journal of Financial Economics, 2023, 147, 338–351.

Tim Bollerslev and Viktor Todorov, "The jump leverage risk premium," Journal of Financial Economics, 2023, 150, 103723.

Jingda Yan and Jialin Yu, "Cross-stock momentum and factor momentum," Journal of Financial Economics, 2023, 150, 103716.

Marco Pagano, Christian Wagner, and Josef Zechner, "Disaster Resilience and Asset Prices," Journal of Financial Economics, 2023, 150, 103712.

Ron Kaniel, Zihan Lin, Markus Pelger, and Stijn Van Nieuwerburgh, "Machine-learning the skill of mutual fund managers," Journal of Financial Economics, 2023, 150, 94–138.

George O. Aragon and Min S. Kim, "Fire sale risk and expected stock returns," Journal of Financial Economics, 2023, 149, 578–609.

Yu An, Matteo Benetton, and Yang Song, "Index providers: Whales behind the scenes of ETFs," Journal of Financial Economics, 2023, 149, 407–433.

Yu An, Matteo Benetton, and Yang Song, "Index providers: Whales behind the scenes of ETFs," Journal of Financial Economics, 2023, 149, 407–433.

Christian L. Goulding, Campbell R. Harvey, and Michele G. Mazzoleni, "Momentum turning points," Journal of Financial Economics, 2023, 149, 378–406.

Jack Bao, Kewei Hou, and Shaojun Zhang, "Systematic default and return predictability in the stock and bond markets," Journal of Financial Economics, 2023, 149, 349–377.

Bernard Herskovic, Thilo Kind, and Howard Kung, "Micro uncertainty and asset prices," Journal of Financial Economics, 2023, 149, 27–51.

Redouane Elkamhi and Chanik Jo, "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, 2023, 148, 220–244.

Olivier Armantier, Jérôme Foncel, and Nicolas Treich, "Insurance and portfolio decisions: Two sides of the same coin?" Journal of Financial Economics, 2023, 148, 201–219.

Olivier Armantier, Jérôme Foncel, and Nicolas Treich, "Insurance and portfolio decisions: Two sides of the same coin?" Journal of Financial Economics, 2023, 148, 201–219.

Caitlin D. Dannhauser and Harold D. Spilker III, "The Modern Mutual Fund Family," Journal of Financial Economics, 2023, 148, 1-20.

Tommaso Monacelli, Vincenzo Quadrini, and Antonella Trigari, "Financial markets and unemployment," Journal of Financial Economics, 2023, 147, 596–626.

Eduardo Dávila and Cecilia Parlatore, "Volatility and informativeness," Journal of Financial Economics, 2023, 147, 550–572.

Jiří Knesl, "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal of Financial Economics, 2023, 147, 271–296.

Andrea M. Buffa and Idan Hodor, "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, 2023, 147, 352-381.

Andrei S. Gonçalves and Gregory Leonard, "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, 2023, 147, 382–405.

Elena Manresa, Francisco Peñaranda, and Enrique Sentana, "Empirical evaluation of overspecified asset pricing models," Journal of Financial Economics, 2023, 147, 338–351.

Hendrik Bessembinder, Michael J. Cooper, and Feng Zhang, "Mutual fund performance at long horizons," Journal of Financial Economics, 2023, 147, 132–158.

Wei He, Zhiwei Su, and Jianfeng Yu, "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financial Economics, 2024, 162, 103952.

Sicong Li, Victor DeMiguel, and Alberto Martín-Utrera, "Comparing factor models with price-impact costs," Journal of Financial Economics, 2024, 162, 103949.

Frederico Belo, Yao Deng, and Juliana Salomao, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, 2024, 162, 103945.

Niels Joachim Gormsen and Christian Skov Jensen, "Conditional risk," Journal of Financial Economics, 2024, 162, 103933.

Hitesh Doshi, Jan Ericsson, Mathieu Fournier, and Sang Byung Seo, "The risk and return of equity and credit index options," Journal of Financial Economics, 2024, 161, 103932.

Jessica Jeffers, Tianshu Lyu, and Kelly Posenau, "The risk and return of impact investing funds," Journal of Financial Economics, 2024, 161, 103928.

Sean Cao, Wei Jiang, Junbo Wang, and Baozhong Yang, "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, 2024, 160, 103910.

Pingle Wang, "Portfolio pumping in mutual fund families," Journal of Financial Economics, 2024, 156, 103839.

Raymond Kan, Xiaolu Wang, and Xinghua Zheng, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, 2024, 155, 103837.

Michael Reher and Stanislav Sokolinski, "Robo advisors and access to wealth management," Journal of Financial Economics, 2024, 155, 103829.

Andrew Y. Chen and Jack McCoy, "Missing values handling for machine learning portfolios," Journal of Financial Economics, 2024, 155, 103815.

David Ardia, Laurent Barras, Patrick Gagliardini, and Olivier Scaillet, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, 2024, 154, 103805.

Philippe d’Astous and Stephen H. Shore, "Human capital risk and portfolio choices: Evidence from university admission discontinuities," Journal of Financial Economics, 2024, 154, 103793.

Scott Murray, Yusen Xia, and Houping Xiao, "Charting by machines," Journal of Financial Economics, 2024, 153, 103791.

Vadim Elenev, Tzuo-Hann Law, Dongho Song, and Amir Yaron, "Fearing the Fed: How Wall Street reads Main Street," Journal of Financial Economics, 2024, 153, 103790.

Zhengyang Jiang, Cameron Peng, and Hongjun Yan, "Personality differences and investment decision-making," Journal of Financial Economics, 2024, 153, 103776.

Costas Xiouros and Fernando Zapatero, "Disagreement, information quality and asset prices," Journal of Financial Economics, 2024, 153, 103774.

Dmitriy Muravyev, Neil D. Pearson, and Joshua M. Pollet, "Why does options market information predict stock returns?," Journal of Financial Economics, 2025, 172, 104153

Danqi Hu, Charles M. Jones, Xiaoyan Zhang, and Xinran Zhang, "When do short sellers trade? Evidence from intraday data and implications for informed trading models," Journal of Financial Economics, 2025, 172, 104148.

Pedro Barroso, Andrew Detzel, and Paulo Maio, "The volatility puzzle of the beta anomaly," Journal of Financial Economics, 2025, 165, 103994.

Bin Li, Alberto G. Rossi, Xuemin (Sterling) Yan, and Lingling Zheng, "Machine learning from a ‘‘Universe’’ of signals: The role of feature engineering," Journal of Financial Economics, 2025, 172, 104138,

R. David McLean, Jeffrey Pontiff, and Christopher Reilly, "Taking sides on return predictability," Journal of Financial Economics, 2025, 173, 104158.

Amit Goyal, Adam V. Reed, Esad Smajlbegovic, and Amar Soebhag, "Stealthy Shorts: Informed Liquidity Supply,"Journal of Financial Economics, 2025, 172, 104155.

Ricardo Delao, Xiao Han, and Sean Myers, "The Return of Return Dominance: Decomposing the Cross‑Section of Prices," Journal of Financial Economics, 2025, 169, 104059.

Fontanier, Paul., "Optimal Policy for Behavioral Financial Crises," Journal of Financial Economics, 2025, 166, 104005.

Nancy R. Xu and Yang You, "Main Street’s Pain, Wall Street’s Gain," Journal of Financial Economics, 2025, 168, 104037

Philip Schnorpfeil, Michael Weber, and Andreas Hackethal, "Inflation and Trading," Journal of Financial economics, 2025, 173, 104166.

Bekaert, G., Bergbrant, M., and Kassa, H., "Expected Idiosyncratic Volatility," Journal of Financial Economics, 2025, 167, 104023.

Benjamin Golez and Peter Koudijs, "Equity Duration and Predictability," Journal of Financial Economics, 2025, 172, 104114.

Jian Feng, Xiaolin Huo, Xin Liu, Yifei Mao, and Hong Xiang, "Economic Links from Bonds and Cross-Stock Return Predictability," Journal of Financial Economics, 2025, 171, 104110.

Huaizhi Chen, "Diversification Driven Demand for Large Stock," Journal of Financial Economics, 2025, 172, 104109.

Avanidhar Subrahmanyam, Ke Tang, Jingyuan Wang, and Xuewei Yang, "Leverage is a double-edged sword," The Journal of Finance, 2024, 79(2), 1579-1630

Robin Greenwood and Marco Sammon, "The Disappearing Index Effect," The Journal of Finance, 2025, LXXX(2), 657-698.

Thummim Cho and Christopher Polk, "Putting the Price in Asset Pricing," The Journal of Finance, 2024, LXXIX(6), 3943-3984.

Boone Bowles, Adam V. Reed, Matthew C. Ringgenberg, and Jacob R. Thornock, "Anomaly Time," The Journal of Finance, 2024, LXXIX(5), 3543-3580.

An, L., Engelberg, J., Henriksson, M., Wang, B., and Williams, J., "The Portfolio-Driven Disposition Effect," The Journal of Finance, 2024, LXXIX(5), 3459-3496.

Franklin Allen, Jun (QJ) Qian, Chenyu Shan, and Julie Lei Zhu, "Dissecting the Long-Term Performance of the Chinese Stock Market," The Journal of Finance, 2024, LXXIX(2), 993-1054.

Jonathan A. Parker, Antoinette Schoar, and Yang Sun, "Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds," The Journal of Finance, 2023, LXXVIII(5), 2673-2723.

Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li, and Haitao Mo, "Option Momentum," The Journal of Finance, 2023, LXXVIII(6), 3141-3192.

Henderson, Brian J., Neil D. Pearson, and Li Wang, "Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products," The Journal of Finance, 2023, 78(4), 2365-2407.

Niels Joachim Gormsen and Eben Lazarus, "Duration-Driven Returns," The Journal of Finance, 2023, LXXVIII(3), 1393-1447.

Anastassia Fedyk, "Front-Page News: The Effect of News Positioning on Financial Markets," The Journal of Finance, 2024, LXXIX(1), 5-33.

Lars A. Lochstoer and Tyler Muir, "Volatility Expectations and Returns," The Journal of Finance, 2022, LXXVII(2), 1055-1096.

Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang, "Beliefs Aggregation and Return Predictability," The Journal of Finance, 2023, LXXVIII(1), 427-486.

Campbell R. Harvey and Yan Liu, "Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence," The Journal of Finance, 2022, LXXVII(3), 1921-1966.

Nils Friewald, Florian Nagler, Christian Wagner, "Debt Refinancing and Equity Returns," The Journal of Finance, 2022, 77(4), 2287-2339

Sina Ehsani, Juhani T. Linnainmaa, "Factor Momentum and the Momentum Factor," Journal of Finance, 2022, LXXVII(3), 1877-1919

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Jensen, Theis Ingerslev and Kelly, Bryan T. and Pedersen, Lasse Heje, Is There a Replication Crisis in Finance? (January 30, 2021). NYU Stern School of Business Forthcoming, Available at SSRN: https://ssrn.com/abstract=3774514