Review of Financial Studies
Peer-reviewed finance journal published by Oxford University Press for the Society for Financial Studies; one of the field's three top general journals. Discovered while ingesting information-in-option-volume.
It is where this spoke's T1 layer mostly comes from — the sources that are neither a vendor's own backtest nor a practitioner's blog. Three pages here cite it.
Connections
- publisher of information-in-option-volume (19(3), 2006)
- publisher of pervasive-impact-of-option-trading in its published form (34(4), 2021)
- publisher of thousands-of-alpha-tests (34(7), 2021)