Volume 161, 2024
1. Efficient estimation of bid–ask spreads from open, high, low, and close prices
David Ardia, Emanuele Guidotti, Tim A. Kroencke
2. Uncertainty about what is in the price
Joël Peress, Daniel Schmidt
3. Monetary policy and fragility in corporate bond mutual funds
John Chi-Fong Kuong, James O’Donovan, Jinyuan Zhang
4. The risk and return of impact investing funds
Jessica Jeffers, Tianshu Lyu, Kelly Posenau
5. Modeling volatility in dynamic term structure models
Hitesh Doshi, Kris Jacobs, Rui Liu
6. The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, Sang Byung Seo
7. Systemic bank runs without aggregate risk: How a misallocation of liquidity may trigger a solvency crisis
Lukas Altermatt, Hugo van Buggenum, Lukas Voellmy