Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Front Cover

Front Cover Volume 3 • Number 2 • December 2013 The Review of Asset Pricing Studies issn 2045-9920 (print) issn 2045-9939 (online) The Review of Asset Pricing Volume 3 • Number 2 • December 2013 Studies Does the Fed Control Interest Rates? Eugene F. Fama Does Active Management Pay? New International Evidence Alexander Dyck, Karl V. Lins, and Lukasz Pomorski The Puzzle of Index Option Returns George M. Constantinides, Jens Carsten Jackwerth, and Alexi Savov Call-Put Implied Volatility Spreads and Option Returns James S. Doran, Andy Fodor, and Danling Jiang Scan to view this journal on your mobile device Published on behalf of The Society for Financial Studies www.raps.oxfordjournals.org r raps_3_2_Cover.indd 1 aps_3_2_Cover.indd 1 0 08-11-2013 17:57:16 8-11-2013 17:57:16 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 3 (2) – Dec 11, 2013

Loading next page...
 
/lp/oxford-university-press/front-cover-buN6lgh1NG

References (0)

References for this paper are not available at this time. We will be adding them shortly, thank you for your patience.

Publisher
Oxford University Press
Copyright
The Author 2013. 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/ras019
Publisher site
See Article on Publisher Site

Abstract

Volume 3 • Number 2 • December 2013 The Review of Asset Pricing Studies issn 2045-9920 (print) issn 2045-9939 (online) The Review of Asset Pricing Volume 3 • Number 2 • December 2013 Studies Does the Fed Control Interest Rates? Eugene F. Fama Does Active Management Pay? New International Evidence Alexander Dyck, Karl V. Lins, and Lukasz Pomorski The Puzzle of Index Option Returns George M. Constantinides, Jens Carsten Jackwerth, and Alexi Savov Call-Put Implied Volatility Spreads and Option Returns James S. Doran, Andy Fodor, and Danling Jiang Scan to view this journal on your mobile device Published on behalf of The Society for Financial Studies www.raps.oxfordjournals.org r raps_3_2_Cover.indd 1 aps_3_2_Cover.indd 1 0 08-11-2013 17:57:16 8-11-2013 17:57:16

Journal

The Review of Asset Pricing StudiesOxford University Press

Published: Dec 11, 2013

There are no references for this article.