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Front Cover

Front Cover V Volume 4 • Number 1 • June 2014 olume 4 • Number 1 • June 2014 The Review of Asset Pricing Studies issn 2045-9920 (print) issn 2045-9939 (online) The Review of Asset Pricing Volume 4 • Number 1 • June 2014 Studies Predators and Prey on Wall Street Maria Chaderina and Richard C. Green Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi, and Tan Wang Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas Thomas Gilbert, Christopher Hrdlicka, Jonathan Kalodimos, and Stephan Siegel Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns Ariel M. Viale, Luis Garcia-Feijoo, and Antoine Giannetti Scan to view this journal on your mobile device Published on behalf of The Society for Financial Studies www.raps.oxfordjournals.org r raps_4_1_Cover.indd 1 aps_4_1_Cover.indd 1 0 02-05-2014 12:48:04 2-05-2014 12:48:04 http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png The Review of Asset Pricing Studies Oxford University Press

Front Cover

The Review of Asset Pricing Studies , Volume 4 (1) – Jun 6, 2014
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Publisher
Oxford University Press
Copyright
The Author 2014. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
ISSN
2045-9920
eISSN
2045-9939
DOI
10.1093/rapstu/rat009
Publisher site
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Abstract

V Volume 4 • Number 1 • June 2014 olume 4 • Number 1 • June 2014 The Review of Asset Pricing Studies issn 2045-9920 (print) issn 2045-9939 (online) The Review of Asset Pricing Volume 4 • Number 1 • June 2014 Studies Predators and Prey on Wall Street Maria Chaderina and Richard C. Green Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi, and Tan Wang Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas Thomas Gilbert, Christopher Hrdlicka, Jonathan Kalodimos, and Stephan Siegel Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns Ariel M. Viale, Luis Garcia-Feijoo, and Antoine Giannetti Scan to view this journal on your mobile device Published on behalf of The Society for Financial Studies www.raps.oxfordjournals.org r raps_4_1_Cover.indd 1 aps_4_1_Cover.indd 1 0 02-05-2014 12:48:04 2-05-2014 12:48:04

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The Review of Asset Pricing Studies – Oxford University Press

Published: Jun 6, 2014

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