Volume 18, No. 3, 2020
Is Sell-Side Research More Valuable in Bad Times?
Roger K. Loh and René M. Stulz
Attribution of Ex-Post Realized Sharpe Ratio to the Predictability of the Ex-Ante Forecast Return and Risk
Comparing Anomalies Using Liquidity and Earnings
Robert Snigaroff, David Wroblewski and Sean Sehyun Yoo
Correlation Shrinkage: Implications for Risk Forecasting
Jose Menchero and Peng Li
And more ……….