Review of Financial Studies

Volume 1 - 26

Edited by Maureen O'Hara

from Society for Financial Studies
Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA..
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Volume 2, issue 2, 1989

A Mean-Variance Framework for Tests of Asset Pricing Models pp. 125-56

Shmuel Kandel and Robert F. Stambaugh

Two-Person Dynamic Equilibrium in the Capital Market pp. 157-88

Bernard Dumas

Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects pp. 189-223

Anat Ruth Admati and Paul Pfleiderer

Mean Reversion in Short-Horizon Expected Returns pp. 225-40

Jennifer Conrad and Gautam Kaul

Numerical Evaluation of Multivariate Contingent Claims pp. 241-50

Phelim P Boyle, Jeremy Evnine and Stephen Gibbs

The Multinomial Option Pricing Model and Its Brownian and Poisson Limits pp. 251-65

Dilip B Madan, Frank Milne and Hersh Shefrin

Volume 2, issue 1, 1989

Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract pp. 1-23

Elizabeth Tashjian Johnston and John J McConnell

The Resolution of Financial Distress pp. 25-47

Ronald M Giammarino

Competitive Equilibrium with Type Convergence in an Asymmetrically Informed Market pp. 49-71

Anjan V. Thakor

Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth pp. 73-89

Suresh M Sundaresan

The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies pp. 91-108

Aimee Gerbarg Ronn and Ehud Ronn

Claimholder Incentive Conflicts in Reorganization: The Role of Bankruptcy Law pp. 109-23

David T Brown

Volume 1, issue 4, 1988

Capital Structure and Signaling Game Equilibria pp. 331-355

Thomas H. Noe

Market Trading Structures and Asset Pricing: Evidence from the Treasury- Bill Markets pp. 357-375

Avraham Kamara

Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans pp. 377-401

Philip H. Dybvig

Are Seasonal Anomalies Real? A Ninety-Year Perspective pp. 403-425

Seymour Smidt Josef Lakonishok

On Jump Processes in the Foreign Exchange and Stock Markets pp. 427-445

Philippe Jorion

Book Review: Foundations for Financial Economics, by Chi-fu Huang, Robert H. Litzenberger pp. 447-449

Paul Pfleiderer

Book Review: Finance Theory, by Robert Jarrow pp. 449-450

Michael U. Dothan

Volume 1, issue 3, 1988

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors pp. 195-228

Robert J. Shiller John Y. Campbell

Optimal Security Design pp. 229-263

Douglas Gale Franklin Allen

A Theory of Negotiated Equity Financing pp. 265-288

Tracy R. Lewis

The Demise of the Rights Issue pp. 289-309

Robert Shields Hansen

Spanning and Completeness with Options pp. 311-328

David C. Nachman

Book Review: Security Markets: Stochastic Models by Darrell Duffie pp. 329-330

Philip H. Dybvig

Volume 1, issue 2, 1988

Shareholder-Manager Conflict and the Information Content of Dividends pp. 111-136

Praveen Kumar

Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices pp. 137-158

Krishna Ramaswamy A. Craig MacKinlay

Preferences, Continuity, and the Arbitrage Pricing Theory pp. 159-172

Robert A Jarrow

Residual Risk, Trading Costs, and Commodity Futures Risk Premia pp. 173-193

David Hirshleifer

Volume 1, issue 1, 1988

A Message from the President of the Society for Financial Studies pp. 1-2

Joseph Williams

A Theory of Intraday Patterns: Volume and Price Variability pp. 3-40

Anat Ruth Admati

Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test pp. 41-66

Andrew W. Lo

Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market pp. 67-88

Philip H. Dybvig

Successful Takeovers without Exclusion pp. 89-110

Barton Lipman