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Review of Financial Studies

Volume 1 - 29

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 14, issue 4, 2001

Assessing Asset Pricing Anomalies pp. 905-42
Michael Brennan and Yihong Xia
Ownership and Control of German Corporations pp. 943-77
Julian Franks and Colin Mayer
Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing pp. 979-1020
Thomas J George and Chuan-Yang Hwang
The Many Faces of Information Disclosure pp. 1021-57
Arnoud Boot and Anjan Thakor
Bank Power and Cash Holdings: Evidence from Japan pp. 1059-82
Lee Pinkowitz and Rohan Williamson
Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods pp. 1083-1116
Subhankar Nayak and Nagpurnanand R Prabhala
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints pp. 1117-51
Fernando Alvarez and Urban Jermann
Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation pp. 1153-81
Gideon Saar
Rational Beliefs and Security Design pp. 1183-1213
Mark Garmaise
How Does the Spirit of Capitalism Affect Stock Market Prices? pp. 1215-32
William T Smith

Volume 14, issue 3, 2001

Optimal Consumption and Investment with Capital Gains Taxes pp. 583-616
Robert M Dammon, Chester S Spatt and Harold Zhang
Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits pp. 617-57
Robert L McDonald
Familiarity Breeds Investment pp. 659-80
Gur Huberman
An Examination of Changes in Specialists' Posted Price Schedules pp. 681-704
Kenneth A Kavajecz and Elizabeth R Odders-White
Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market pp. 705-34
Patrik Sandas
The Endogeneity of Managerial Compensation in Firm Valuation: A Solution pp. 735-64
Darius Palia
The Impact of Debt Financing on Entry and Exit in a Duopoly pp. 765-804
Bart M Lambrecht
Exposure and Markups pp. 805-35
George Allayannis and Jane Ihrig
The Determinants of Asymmetric Volatility pp. 837-59
Guojun Wu
Expected Returns and Habit Persistence pp. 861-99
Yuming Li

Volume 14, issue 2, 2001

The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers pp. 313-41
William Fung and David A Hsieh
Efficient Trading Strategies in the Presence of Market Frictions pp. 343-69
Elyès Jouini and Hedi Kallal
Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices pp. 371-405
Suleyman Basak and Alexander Shapiro
Optimal Portfolio Choice and the Valuation of Illiquid Securities pp. 407-31
Francis Longstaff
Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence pp. 433-58
Michel A Habib and Alexander Ljungqvist
Technological Innovation and Initial Public Offerings pp. 459-94
Vojislav Maksimovic and Pegaret Pichler
The Price of a Smile: Hedging and Spanning in Option Markets pp. 495-527
Andrea Buraschi and Jens Jackwerth
Financial Constraints and Stock Returns pp. 529-54
Owen Lamont, Christopher Polk and Jesus Saa-Requejo
An Analysis of Default Correlations and Multiple Defaults pp. 555-76
Chunsheng Zhou

Volume 14, issue 1, 2001

Learning to be Overconfident pp. 1-27
Simon Gervais and Terrance Odean
Understanding the Nature of the Risks and the pp. 29-78
Bruce D Grundy and J Spencer Martin
Are Insider Trades Informative? pp. 79-111
Josef Lakonishok and Inmoo Lee
Valuing American Options by Simulation: A Simple Least-Squares Approach pp. 113-47
Francis Longstaff and Eduardo S Schwartz
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks pp. 149-85
Pedro Santa-Clara and Didier Sornette
Equilibrium Positive Interest Rates: A Unified View pp. 187-214
Yan Jin and Paul Glasserman
International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns pp. 215-41
John M Griffin and René Stulz
The Use of Foreign Currency Derivatives and Firm Market Value pp. 243-76
George Allayannis and James P Weston
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods pp. 277-305
Bernard Dumas and Raman Uppal

Volume 13, issue 4, 2000

Toeholds, Bid Jumps, and Expected Payoffs in Takeovers pp. 841-82
Sandra Betton and B. Eckbo
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection pp. 883-916
A Craig MacKinlay and Lubos Pastor
Regulatory and Legal Pressures and the Costs of Nasdaq Trading pp. 917-57
Paul Schultz
The Interaction between Product Market and Financing Strategy: The Role of Venture Capital pp. 959-84
Thomas Hellmann and Manju Puri
Strategic Debt Restructuring pp. 985-1015
Thomas Noe and Jun Wang
The Private Placement of Debt and Outside Equity as an Information Revelation Mechanism pp. 1017-55
Michel A Habib and D Bruce Johnsen
Debt Valuation, Renegotiation, and Optimal Dividend Policy pp. 1057-99
Hua Fan and Suresh M Sundaresan
Client Discretion, Switching Costs, and Financial Innovation pp. 1101-27
Sugato Bhattacharyya and Vikram Nanda
Market Making, Prices, and Quantity Limits pp. 1129-51
Dominique Dupont

Volume 13, issue 3, 2000

Forcing Firms to Talk: Financial Disclosure Regulation and Externalities pp. 479-519
Anat Admati and Paul Pfleiderer
Stock Market Risk and Return: An Equilibrium Approach pp. 521-47
Robert F Whitelaw
Do Call Prices and the Underlying Stock Always Move in the Same Direction? pp. 549-84
Gurdip Bakshi, Charles Cao and Zhiwu Chen
A Closed-Form GARCH Option Valuation Model pp. 585-625
Steven L Heston and Saikat Nandi
Price Discovery in Auction Markets: A Look Inside the Black Box pp. 627-58
Ananth Madhavan and Venkatesh Panchapagesan
Prices, Liquidity, and the Information Content of Trades pp. 659-96
Jennifer Koski and Roni Michaely
IPOs and Long-Term Relationships: An Advantage of Book Building pp. 697-714
Ann Sherman
Equilibrium Mispricing in a Capital Market with Portfolio Constraints pp. 715-48
Suleyman Basak and Benjamin Croitoru
Strategic Responses of Incumbents to New Entry: The Effect of Ownership Structure, Capital Structure, and Focus pp. 749-79
Naveen Khanna and Sheri Tice
Bank Reputation, Bank Commitment, and the Effects of Competition in Credit Markets pp. 781-812
I Serdar Dinc
Bankruptcy Priority for Bank Deposits: A Contract Theoretic Explanation pp. 813-40
Urs Birchler

Volume 13, issue 2, 2000

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory pp. 257-300
Andrew Lo and Jiang Wang
The Significance of the Market Portfolio pp. 301-29
Stefano G Athanasoulis and Robert Shiller
The Design of Bank Loan Contracts pp. 331-64
Gary Gorton and James Kahn
The Term Structure of Interest Rates as a Random Field pp. 365-84
Robert S Goldstein
The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediaries pp. 385-416
Timothy Cason
On the Recoverability of Preferences and Beliefs pp. 417-31
Domenico Cuoco and Fernando Zapatero
Recovering Risk Aversion from Option Prices and Realized Returns pp. 433-51
Jens Jackwerth
Government Intervention and Adverse Selection Costs in Foreign Exchange Markets pp. 453-77
Andy Naranjo and M Nimalendran

Volume 13, issue 1, 2000

Asymmetric Volatility and Risk in Equity Markets pp. 1-42
Geert Bekaert and Guojun Wu
Valuation of Bankrupt Firms pp. 43-74
Stuart C Gilson, Edith S Hotchkiss and Richard S Ruback
Valuing American Put Options Using Gaussian Quadrature pp. 75-94
Michael A Sullivan
A Theory of Bank Regulation and Management Compensation pp. 95-125
Kose John, Anthony Saunders and Lemma W Senbet
Hedging and Liquidity pp. 127-53
Antonio S Mello and John E Parsons
How Do Firms Choose Their Lenders? An Empirical Investigation pp. 155-89
Miguel Cantillo and Julian Wright
Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs pp. 191-218
Oya Altinkilic and Robert Hansen
Excess Funds and Agency Problems: An Empirical Study of Incremental Cash Disbursements pp. 219-47
Erik Lie
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