EconPapers    
Economics at your fingertips  
 

Review of Financial Studies

Volume 1 - 27

Current editor(s): Maureen O'Hara

from Society for Financial Studies
Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA..
Contact information at EDIRC.
Series data maintained by Oxford University Press ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 12, issue 5, 1999

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model pp. 937-74
Louis K C Chan, Jason Karceski and Josef Lakonishok
Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model pp. 975-1007
Pietro Veronesi
Volatility Timing in Mutual Funds: Evidence from Daily Returns pp. 1009-41
Jeffrey A Busse
The Determinants of Mutual Fund Starts pp. 1043-74
Ajay Khorana and Henri Servaes
The Specialist's Discretion: Stopped Orders and Price Improvement pp. 1075-1112
Mark J. Ready
A New Estimate of Transaction Costs pp. 1113-41
David A Lesmond, Joseph P Ogden and Charles A. Trzcinka
Changes of Numeraire for Pricing Futures, Forwards, and Options pp. 1143-63
Mark Schroder
Adaptive Learning in Financial Markets pp. 1165-1202
Bryan R. Routledge
Stock Returns and Inflation with Supply and Demand Disturbances pp. 1203-18
Patrick J Hess and Bong-Soo Lee
The Second Fundamental Theorem of Asset Pricing: A New Approach pp. 1219-35
Robert J Battig and Robert A Jarrow

Volume 12, issue 4, 1999

Conflict of Interest and the Credibility of Underwriter Analyst Recommendations pp. 653-86
Roni Michaely and Kent L Womack
Modeling Term Structures of Defaultable Bonds pp. 687-720
Darrell Duffie and Kenneth J Singleton
A Parametric Nonlinear Model of Term Structure Dynamics pp. 721-62
Dong-Hyun Ahn and Bin Gao
Using Proxies for the Short Rate: When Are Three Months Like an Instant? pp. 763-806
David Chapman, Long, John B, and Neil Pearson
Empty Promises and Arbitrage pp. 807-34
Gregory A Willard and Philip H. Dybvig
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach pp. 835-72
Jerome Detemple and Suresh Sundaresan
Trade Disclosure Regulations in Markets with Negotiated Trades pp. 873-900
Narayan Y Naik, Anthony Neuberger and S Viswanathan
Filter Rules Based on Price and Volume in Individual Security Overreaction pp. 901-35
Michael Cooper

Volume 12, issue 3, 1999

Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts pp. 429-59
Anthony Neuberger
Risk Spillovers and Required Returns in Capital Budgeting pp. 461-79
Sugato Bhattacharyya and J Chris Leach
Cheap Talk, Fraud, and Adverse Selection in Financial Markets: Some Experimental Evidence pp. 481-518
Robert E. Forsythe, Russell Lundholm and Thomas Rietz
The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan pp. 519-34
Jun-Koo Kang, Yong-Cheol Kim and René M. Stulz
The Dynamics of Default and Debt Reorganization pp. 535-78
Pierre Mella-Barral
Deposits and Relationship Lending pp. 579-607
Mitchell Berlin and Loretta J. Mester
A Transactions Data Analysis of Nonsynchronous Trading pp. 609-30
Gregory B Kadlec and Douglas M Patterson
Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model pp. 631-42
Cynthia J Campbell, Hossein B Kazemi and Prasad Nanisetty

Volume 12, issue 2, 1999

The Demand for Stocks: An Analysis of IPO Auctions pp. 227-47
Shmuel Kandel, Oded Sarig and Avi Wohl
A Theory of the Going-Public Decision pp. 249-79
Thomas J Chemmanur and Paolo Fulghieri
On the Heterogeneity of Leveraged Going Private Transactions pp. 281-309
Paul Halpern, Robert Kieschnick and Wendy Rotenberg
Causes and Effects of Corporate Refocusing Programs pp. 311-45
Philip G Berger and Eli Ofek
Optimal Bankruptcy Laws across Different Economic Systems pp. 347-77
Elazar Berkovitch and Ronen Israel
The Dynamics of the Management-Shareholder Conflict pp. 379-404
Zsuzsanna Fluck
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? pp. 405-28
Peter L. Bossaerts and Pierre Hillion

Volume 12, issue 1, 1999

Market Transparency: Who Wins and Who Loses? pp. 5-35
Robert Bloomfield and O'Hara, Maureen
Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets pp. 37-59
Flood, Mark D, et al
FX Spreads and Dealer Competition across the 24-Hour Trading Day pp. 61-93
Roger D Huang and Ronald Masulis
Information Revelation through Option Exercise pp. 95-129
Steven R Grenadier
The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium pp. 131-63
Huining Henry Cao
Portfolio Turnpikes pp. 165-95
Philip H. Dybvig, Leonard C G Rogers and Kerry Back
Estimating the Price of Default Risk pp. 197-226
Greg Duffee

Volume 11, issue 4, 1998

Errata: Risk Aversion, Liquidity, and Endogenous Short Horizons pp. i
Craig W Holden and Avanidhar Subrahmanyam
Takeover Bidding with Toeholds: The Case of the Owner's Curse pp. 679-704
Rajdeep Singh
Pricing Strategy and Financial Policy pp. 705-37
Sudipto Dasgupta and Sheridan Titman
Arbitrage, Hedging, and Financial Innovation pp. 739-55
James Dow
Competitive Entry and Endogenous Risk in the Foreign Exchange Market pp. 757-87
Harald Hau
Price Dynamics in Limit Order Markets pp. 789-816
Christine A Parlour
Modeling Asymmetric Comovements of Asset Returns pp. 817-44
Kenneth F Kroner and Victor K Ng
Payment System Settlement and Bank Incentives pp. 845-70
Charles Milton Kahn and William Roberds

Volume 11, issue 3, 1998

Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models pp. 449-87
Matt Pritsker
An Anatomy of Trading Strategies pp. 489-519
Jennifer Conrad and Gautam Kaul
Participation Costs, Trend Chasing, and Volatility of Stock Prices pp. 521-57
Gerhard O Orosel
Optimal Contracting with Moral Hazard and Cascading pp. 559-96
Naveen Khanna
Randomization and the American Put pp. 597-626
Peter Carr
Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function pp. 627-46
Nengjiu Ju
Market Efficiency and Natural Selection in a Commodity Futures Market pp. 647-74
Guo Ying Luo

Volume 11, issue 2, 1998

Agency and Brokerage of Real Assets in Competitive Equilibrium pp. 239-80
Joseph T Williams
Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds That Are Secured by U.S. Treasury Obligations pp. 281-308
John M R Chalmers
An Equilibrium Model with Restricted Stock Market Participation pp. 309-41
Suleyman Basak and Domenico Cuoco
The Restrictions on Predictability Implied by Rational Asset Pricing Models pp. 343-82
Chris Kirby
Optimal Financial Contracting: Debt versus Outside Equity pp. 383-418
Zsuzsanna Fluck
Stock Price Volatility in a Multiple Security Overlapping Generations Model pp. 419-47
Matthew Spiegel

Volume 11, issue 1, 1998

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model pp. 1-58
Dimitri Vayanos
Optimal Replication of Contingent Claims under Portfolio Constraints pp. 59-79
Mark Broadie, Jaksa Cvitanic and H Mete Soner
Market Making with Discrete Prices pp. 81-109
V Ravi Anshuman and Avner Kalay
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance pp. 111-42
Jon A Christopherson, Wayne Ferson and Debra A Glassman
Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends pp. 143-62
Jennifer Lynch Koski
Monitoring, Liquidation, and Security Design pp. 163-87
Rafael Repullo and Javier Suarez
Equilibrium Dominance in Experimental Financial Markets pp. 189-232
Charles Bram Cadsby, Murray Z. Frank and Vojislav Maksimovic
Page updated 2014-12-18