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Review of Financial Studies
Volume 1 - 26
Edited by Maureen O'Hara
from Society for Financial Studies EDIRC .
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Volume 18, issue 4 , 2005
Fund Families as Delegated Monitors of Money Managers pp. 1139-1169 Simon Gervais , Anthony W. Lynch and David K. Musto Limit Order Book as a Market for Liquidity pp. 1171-1217 Thierry Foucault , Ohad Kadan and Eugene Kandel Model Uncertainty, Limited Market Participation, and Asset Prices pp. 1219-1251 Huining Henry Cao , Tan Wang and Harold H. Zhang An Equilibrium Model of Asset Pricing and Moral Hazard pp. 1253-1303 Hui Ou-Yang The Model-Free Implied Volatility and Its Information Content pp. 1305-1342 George J. Jiang and Yisong S. Tian Why Do Larger Orders Receive Discounts on the London Stock Exchange? pp. 1343-1368 Dan Bernhardt , Vladimir Dvoracek , Eric Hughson and Ingrid M. Werner Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets pp. 1369-1402 George Chacko and Luis M. Viceira Powerful CEOs and Their Impact on Corporate Performance pp. 1403-1432 Renée B. Adams , Heitor Almeida and Daniel Ferreira How Does Industry Affect Firm Financial Structure? pp. 1433-1466 Peter MacKay and Gordon M. Phillips Household Portfolio Diversification: A Case for Rank-Dependent Preferences pp. 1467-1502 Valery Polkovnichenko Volume 18, issue 3 , 2005
Island Goes Dark: Transparency, Fragmentation, and Regulation pp. 743-793 Terrence Hendershott and Charles M. Jones Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea pp. 795-829 Hyuk Choe , Bong-Chan Kho and René M. Stulz A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability pp. 831-873 Michael W. Brandt , Amit Goyal , Pedro Santa-Clara and Jonathan R. Stroud Do Heterogeneous Beliefs Matter for Asset Pricing? pp. 875-924 Evan W. Anderson , Eric Ghysels and Jennifer L. Juergens Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs pp. 925-953 Thierry Post and Haim Levy Coordination of Expectations in Asset Pricing Experiments pp. 955-980 Cars Hommes , Joep Sonnemans , Jan Tuinstra and Henk van de Velden Market Frictions, Price Delay, and the Cross-Section of Expected Returns pp. 981-1020 Kewei Hou and Tobias J. Moskowitz Optimal Contracts Under Adverse Selection and Moral Hazard: A Continuous-Time Approach pp. 1021-1073 Jaeyoung Sung Information Acquisition Under Uncertainty in Credit Markets pp. 1075-1104 Priyodorshi Banerjee IPO Market Timing pp. 1105-1138 Aydoğan Altı Volume 18, issue 2 , 2005
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise pp. 351-416 Yacine Ait-Sahalia Information Leakage and Market Efficiency pp. 417-457 Markus K. Brunnermeier Interbank Market Integration under Asymmetric Information pp. 459-490 Xavier Freixas Consumption and Portfolio Choice over the Life Cycle pp. 491-533 Joao F. Cocco Portfolio Choice in the Presence of Housing pp. 535-567 Joao F. Cocco Short-Term Persistence in Mutual Fund Performance pp. 569-597 Nicolas P. B. Bollen Anonymity, Adverse Selection, and the Sorting of Interdealer Trades pp. 599-636 Peter C. Reiss A Shrinkage Approach to Model Uncertainty and Asset Allocation pp. 673-705 Zhenyu Wang Jackknifing Bond Option Prices pp. 707-742 Peter C. B. Phillips Volume 18, issue 1 , 2005
The Pooling and Tranching of Securities: A Model of Informed Intermediation pp. 1-35 Peter M. DeMarzo Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates pp. 37-84 Yongmiao Hong An Empirical Analysis of Stock and Bond Market Liquidity pp. 85-129 Tarun Chordia An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks pp. 131-164 Jun Liu Is Default Event Risk Priced in Corporate Bonds? pp. 165-195 Joost Driessen Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints pp. 197-239 Rui Yao Corporate Governance, Incentives, and Industry Consolidations pp. 241-270 Keith C. Brown Why Do Firms Announce Open-Market Repurchase Programs? pp. 271-300 Jacob Oded Decision Processes, Agency Problems, and Information: An Economic Analysis of Capital Budgeting Procedures pp. 301-325 Anthony M Marino and John G. Matsusaka IPOs with Buy- and Sell-Side Information Production: The Dark Side of Open Sales pp. 327-347 Chris Yung Volume 17, issue 4 , 2004
Whence GARCH? A Preference-Based Explanation for Conditional Volatility pp. 915-949 Grant McQueen Robust Portfolio Rules and Asset Pricing pp. 951-983 Pascal J. Maenhout Public Trading and Private Incentives pp. 985-1014 Antoine Faure-Grimaud Prospect Theory and Mean-Variance Analysis pp. 1015-1041 Haim Levy Technical Analysis and Liquidity Provision pp. 1043-1071 Kenneth A. Kavajecz Bank Competition and Credit Standards pp. 1073-1102 Martin Ruckes A Theory of Corporate Capital Structure and Investment pp. 1103-1128 Miguel Cantillo Why Does Book Building Drive Out Auction Methods of IPO Issuance? Evidence from Japan pp. 1129-1166 Kenji Kutsuna The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications pp. 1167-1184 Shmuel Hauser Board Composition, Board Effectiveness, and the Observed Form of Takeover Bids pp. 1185-1215 Mary M. Bange Volume 17, issue 3 , 2004
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities pp. 611-641 Jun Liu Adverse Selection and the Required Return pp. 643-665 Nicolae Gârleanu Family Values and the Star Phenomenon: Strategies of Mutual Fund Families pp. 667-698 Vikram Nanda Stock Return Predictability and Asset Pricing Models pp. 699-738 Doron Avramov Capital Budgeting in Multidivision Firms: Information, Agency, and Incentives pp. 739-767 Antonio E. Bernardo The Overseas Listing Decision: New Evidence of Proximity Preference pp. 769-809 Sergei Sarkissian Are IPOs Really Underpriced? pp. 811-848 Amiyatosh K. Purnanandam Underpricing and Market Power in Uniform Price Auctions pp. 849-877 Ilan Kremer Wealth, Information Acquisition, and Portfolio Choice pp. 879-914 Joel Peress Volume 17, issue 2 , 2004
Strategic Trading, Liquidity, and Information Acquisition pp. 295-337 Haim Mendelson Conditioning Information and Variance Bounds on Pricing Kernels pp. 339-378 Geert Bekaert Evaluating an Alternative Risk Preference in Affine Term Structure Models pp. 379-404 Jefferson Duarte Confronting Information Asymmetries: Evidence from Real Estate Markets pp. 405-437 Mark J. Garmaise Advertising, Breadth of Ownership, and Liquidity pp. 439-461 Gustavo Grullon On the Timing and Execution of Open Market Repurchases pp. 463-498 Douglas O. Cook Structural Models of Corporate Bond Pricing: An Empirical Analysis pp. 499-544 Young Ho Eom Multiple Unit Auctions and Short Squeezes pp. 545-580 Kjell G. Nyborg Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications pp. 581-610 Ser-Huang Poon Volume 17, issue 1 , 2004
Valuation and Return Dynamics of New Ventures pp. 1-35 Jonathan B. Berk What's In It for Me? CEOs Whose Firms Are Acquired pp. 37-61 Jay C. Hartzell Risks and Portfolio Decisions Involving Hedge Funds pp. 63-98 Vikas Agarwal Career Concerns and Resource Allocation in Conglomerates pp. 99-128 Anand Mohan Goel The Emergence and Persistence of the Anglo-Saxon and German Financial Systems pp. 129-163 Sandeep Baliga Institutional Herding pp. 165-206 Richard W. Sias Options Trading and the CAPM pp. 207-238 Joel M. Vanden Why the NPV Criterion does not Maximize NPV pp. 239-255 Elazar Berkovitch Can Managerial Discretion Explain Observed Leverage Ratios? pp. 257-294 Erwan Morellec
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