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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.
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Volume 8, issue 4, 1995

Differential Information and Dynamic Behavior of Stock Trading Volume pp. 919-72 Downloads
Hua He and Jiang Wang
Overreaction, Delayed Reaction, and Contrarian Profits pp. 973-93 Downloads
Narasimhan Jegadeesh and Sheridan Titman
Signaling, Investment Opportunities, and Dividend Announcements pp. 995-1018 Downloads
Pyung Sig Yoon and Laura T Starks
Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence pp. 1019-57 Downloads
René Stulz and Walter Wasserfallen
A General Equilibrium Model of Portfolio Insurance pp. 1059-90 Downloads
Suleyman Basak
Option Pricing and the Martingale Restriction pp. 1091-1124 Downloads
Francis Longstaff
Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics pp. 1125-52 Downloads
Teng-Suan Ho, Richard C Stapleton and Marti G Subrahmanyam
Trade Size and Components of the Bid-Ask Spread pp. 1153-83 Downloads
Ji-Chai Lin, Gary C Sanger and G Geoffrey Booth
The Capital Structure Puzzle Revisited pp. 1185-1208 Downloads
James L Berens and Charles J Cuny
When Do Banks Take Equity in Debt Restructurings? pp. 1209-34 Downloads
Christopher James

Volume 8, issue 3, 1995

Consolidation, Fragmentation, and the Disclosure of Trading Information pp. 579-603 Downloads
Ananth Madhavan
Tests of a Signaling Hypothesis: The Choice between Fixed- and Adjustable-Rate Debt pp. 605-36 Downloads
Jose Guedes and Rex Thompson
The Mandatory Disclosure of Trades and Market Liquidity pp. 637-76 Downloads
Michael J Fishman and Kathleen M Hagerty
Rational Prepayment and the Valuation Mortgage-Backed Securities pp. 677-708 Downloads
Richard Stanton
Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? pp. 709-42 Downloads
Martin Evans and Karen K Lewis
Corporate Incentives for Hedging and Hedge Accounting pp. 743-71 Downloads
Peter DeMarzo and Darrell Duffie
Predictable Risk and Returns in Emerging Markets pp. 773-816 Downloads
Campbell Harvey
The Ex-Dividend-Day Behavior of Stock Prices: The Case of Japan pp. 817-47 Downloads
Kiyoshi Kato and Uri Loewenstein
Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange pp. 849-78 Downloads
Yasushi Hamao and Joel Hasbrouck
Closed-End Country Funds and U.S. Market Sentiment pp. 879-918 Downloads
Bodurtha, James N,, Dong-Soon Kim and Charles Lee

Volume 8, issue 2, 1995

Econometric Evaluation of Asset Pricing Models pp. 237-74 Downloads
Lars Hansen, John Heaton and Erzo Luttmer
A Critique of Size-Related Anomalies pp. 275-86 Downloads
Jonathan B Berk
Measurement of Market Integration and Arbitrage pp. 287-325 Downloads
Zhiwu Chen and Peter J Knez
The Role of Games in Security Design pp. 327-67 Downloads
Milton Harris and Artur Raviv
The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange pp. 369-99 Downloads
Roni Michaely and Maurizio Murgia
Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns pp. 401-30 Downloads
S G Badrinath, Jayant R Kale and Thomas Noe
Financial and Industrial Structure with Agency pp. 431-74 Downloads
Joseph T Williams
Option Pricing with Differential Interest Rates pp. 475-500 Downloads
Yaacov Z Bergman
Investment and Insider Trading pp. 501-43 Downloads
Dan Bernhardt, Burton Hollifield and Eric Hughson
A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry pp. 545-77 Downloads
Bruce Smith and Michael Stutzer

Volume 8, issue 1, 1995

Bayesian Inference and Portfolio Efficiency pp. 1-53 Downloads
Shmuel Kandel, Robert McCulloch and Robert Stambaugh
Pricing Real Assets with Costly Search pp. 55-90 Downloads
Joseph T Williams
Costly State Verification and Multiple Investors: The Role of Seniority pp. 91-123 Downloads
Andrew Winton
Short-Term Investment and the Informational Efficiency of the Market pp. 125-60 Downloads
Xavier Vives
American Capped Call Options on Dividend-Paying Assets pp. 161-91 Downloads
Mark Broadie and Jerome Detemple
Discrete-Time Valuation of American Options with Stochastic Interest Rates pp. 193-234 Downloads
Kaushik Amin and Bodurtha, James N,

Volume 7, issue 4, 1994

Transactions, Volume, and Volatility pp. 631-51 Downloads
Charles M Jones, Gautam Kaul and Marc L Lipson
Program Trading and Intraday Volatility pp. 653-85 Downloads
Lawrence Harris, George Sofianos and James E Shapiro
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums pp. 687-709 Downloads
Guofu Zhou
Ex-dividend Price Behavior of Common Stocks pp. 711-41 Downloads
John H Boyd and Ravi Jagannathan
Insider and Liquidity Trading in Stock and Options Markets pp. 743-80 Downloads
Bruno Biais and Pierre Hillion
Asset Prices in Dynamic Production Economies with Time-Varying Risk pp. 781-801 Downloads
Vasanttilak Naik
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction pp. 803-04 Downloads
Shmuel Kandel and Robert Stambaugh

Volume 7, issue 3, 1994

Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump-Diffusion Model pp. 451-73 Downloads
M Nimalendran
Reputation, Renegotiation, and the Choice between Bank Loans and Publicly Traded Debt pp. 475-506 Downloads
Thomas Chemmanur and Paolo Fulghieri
Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility pp. 507-38 Downloads
Wen-Ling Lin, Robert Engle and Takatoshi Ito
A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns pp. 539-73 Downloads
Jacob Boudoukh, Matthew P Richardson and Robert F Whitelaw
Insider Trading, Outside Search, and Resource Allocation: Why Firms and Society May Disagree on Insider Trading Restrictions pp. 575-608 Downloads
Naveen Khanna, Steve L Slezak and Michael Bradley
Price Formation on Stock Exchanges: The Evolution of Trading within the Day pp. 609-29 Downloads
Mason S Gerety and J Harold Mulherin

Volume 7, issue 2, 1994

Do Takeover Targets Overinvest? pp. 253-77 Downloads
Henri Servaes
The Pricing of Initial Public Offerings: Tests of Adverse-Selection and Signaling Theories pp. 279-319 Downloads
Roni Michaely and Wayne H Shaw
Repurchase Premia as a Reason for Dividends: A Dynamic Model of Corporate Payout Policies pp. 321-50 Downloads
Bhagwan Chowdhry and Vikram Nanda
The Dynamics of Portfolio Management Contracts pp. 351-87 Downloads
Robert Heinkel and Neal M Stoughton
Bank Liquidity and Stability in an Overlapping Generations Model pp. 389-417 Downloads
Jianping Qi
Renegotiation and the Impossibility of Optimal Investment pp. 419-49 Downloads
John C Persons

Volume 7, issue 1, 1994

Optimal Design of Securities under Asymmetric Information pp. 1-44 Downloads
David C Nachman and Thomas Noe
Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium pp. 45-60 Downloads
Ian Cooper and Evi Kaplanis
Cross-Holdings: Estimation Issues, Biases, and Distortions pp. 61-96 Downloads
Mark Fedenia, James E Hodder and Alexander J Triantis
Analyst Forecasts and Herding Behavior pp. 97-124 Downloads
Brett Trueman
The Value of the Voting Right: A Study of the Milan Stock Exchange Experience pp. 125-48 Downloads
Luigi Zingales
Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes pp. 149-78 Downloads
Lawrence E Harris
Market Microstructure and Stock Return Predictions pp. 179-213 Downloads
Roger D Huang and Hans Stoll
S&P 500 Trading Strategies and Stock Betas pp. 215-51 Downloads
Anand M Vijh
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