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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 20, issue 6 , 2007
Turning over Turnover pp. 1749-1782 K. J. Martijn Cremers and Jianping Mei Liquidity and Expected Returns: Lessons from Emerging Markets pp. 1783-1831 Geert Bekaert , Campbell R. Harvey and Christian Lundblad Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades pp. 1833-1864 Shijun Cheng , Venky Nagar and Madhav V. Rajan Valuation in Over-the-Counter Markets pp. 1865-1900 Darrell Duffie , Nicolae Gârleanu and Lasse Heje Pedersen Strategic Cost of Diversification pp. 1901-1940 Evgeny Lyandres The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel pp. 1941-1973 Jie Gan Informed and Strategic Order Flow in the Bond Markets pp. 1975-2019 Paolo Pasquariello and Clara Vega Underpricing in the Corporate Bond Market pp. 2021-2046 Nianyun (Kelly) Cai , Jean Helwege and Arthur Warga How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns? pp. 2047-2078 Sara B. Moeller , Frederik P. Schlingemann and René M. Stulz Optimal Long-Term Financial Contracting pp. 2079-2128 Peter M. DeMarzo and Michael J. Fishman Relationship Banking, Fragility, and the Asset-Liability Matching Problem pp. 2129-2177 Fenghua Song and Anjan V. Thakor Volume 20, issue 5 , 2007
Governance Mechanisms and Bond Prices pp. 1359-1388 K.J. Martijn Cremers , Vinay B. Nair and Chenyang Wei Can the Trade-off Theory Explain Debt Structure? pp. 1389-1428 Dirk Hackbarth , Christopher A. Hennessy and Hayne Ellis Leland Financial Constraints, Asset Tangibility, and Corporate Investment pp. 1429-1460 Heitor Almeida and Murillo Campello An Equilibrium Model of Investment Under Uncertainty pp. 1461-1502 Robert Novy-Marx Portfolio Performance Manipulation and Manipulation-proof Performance Measures pp. 1503-1546 Jonathan Ingersoll and Ivo Welch Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation pp. 1547-1581 Yongmiao Hong , Jun Tu and Guofu Zhou Optimal Asset Allocation and Risk Shifting in Money Management pp. 1583-1621 Suleyman Basak , Anna Pavlova and Alexander Shapiro The Forgone Gains of Incomplete Portfolios pp. 1623-1646 Monica Paiella When Does Extra Risk Strictly Increase an Option's Value? pp. 1647-1667 Eric B Rasmusen Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields pp. 1669-1706 Qiang Dai , Kenneth J. Singleton and Wei Yang Does Anonymity Matter in Electronic Limit Order Markets? pp. 1707-1747 Thierry Foucault , Sophie Moinas and Erik Theissen Volume 20, issue 4 , 2007
A Theory of IPO Waves pp. 983-1020 Ping He Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding pp. 1021-1058 Francois Degeorge , Francois Derrien and Kent L. Womack Optimal Equity Stakes and Corporate Control pp. 1059-1086 Richmond D. Mathews International Evidence on Cash Holdings and Expected Managerial Agency Problems pp. 1087-1112 Ivalina Kalcheva and Karl V. Lins Industry Information Diffusion and the Lead-lag Effect in Stock Returns pp. 1113-1138 Kewei Hou Asset Prices and Exchange Rates pp. 1139-1180 Anna Pavlova and Roberto Rigobon Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange pp. 1183-1218 James Eaves and Jeffrey C. Williams Booms, Busts, and Fraud pp. 1219-1254 Paul Povel , Rajdeep Singh and Andrew Winton Equilibrium Underdiversification and the Preference for Skewness pp. 1255-1288 Todd Mitton and Keith Vorkink Financing a Portfolio of Projects pp. 1289-1325 Roman Inderst , Holger M. Mueller and Felix Münnich Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices pp. 1327-1357 Zoran Ivkovi and Scott Weisbenner Volume 20, issue 1 , 2007
Portfolio Selection in Stochastic Environments pp. 1-39 Jun Liu Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach pp. 41-81 Lorenzo Garlappi , Raman Uppal and Tan Wang Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk pp. 83-124 Valery Polkovnichenko Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds pp. 125-150 Gordon J. Alexander , Gjergji Cici and Scott Gibson Agency and Optimal Investment Dynamics pp. 151-188 Peter M. DeMarzo and Michael J. Fishman The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures pp. 189-233 Michel A. Habib and Pierre Mella-Barral Volume 19, issue 4 , 2006
Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations pp. 1113-1156 Jakša Cvitanić , Ali Lazrak , Lionel Martellini and Fernando Zapatero Transmission of Information across International Equity Markets pp. 1157-1189 Jon Wongswan Downside Risk pp. 1191-1239 Andrew Ang , Joseph Chen and Yuhang Xing The Impact of Trades on Daily Volatility pp. 1241-1277 Doron Avramov , Tarun Chordia and Amit Goyal Option Coskewness and Capital Asset Pricing pp. 1279-1320 Joel M. Vanden Asset Pricing Implications of Firms' Financing Constraints pp. 1321-1356 João F Gomes , Amir Yaron and Lu Zhang Theory and Evidence on the Resolution of Financial Distress pp. 1357-1397 David T. Brown , Brian A. Ciochetti and Timothy J. Riddiough Takeover Contests with Asymmetric Bidders pp. 1399-1431 Paul Povel and Rajdeep Singh Capital Controls, Liberalizations, and Foreign Direct Investment pp. 1433-1464 Mihir A. Desai , C. Fritz Foley and James R. Hines Corporate Diversification and Credit Constraints: Real Effects across the Business Cycle pp. 1465-1498 Valentin Dimitrov and Sheri Tice Consumer Confidence and Asset Prices: Some Empirical Evidence pp. 1499-1529 Michael Lemmon and Evgenia Portniaguina Investor Overconfidence and Trading Volume pp. 1531-1565 Meir Statman , Steven Thorley and Keith Vorkink Volume 19, issue 3 , 2006
A Note from the Editor pp. 717-717 Maureen O'Hara Beauty Contests and Iterated Expectations in Asset Markets pp. 719-752 Franklin Allen , Stephen Morris and Hyun Song Shin International Capital Markets and Foreign Exchange Risk pp. 753-795 Michael J. Brennan and Yihong Xia Pairs Trading: Performance of a Relative-Value Arbitrage Rule pp. 797-827 Evan Gatev , William N. Goetzmann and K. Geert Rouwenhorst Corporate Finance and the Monetary Transmission Mechanism pp. 829-870 Patrick Bolton and Xavier Freixas The Information in Option Volume for Future Stock Prices pp. 871-908 Jun Pan and Allen M. Poteshman Maximum Likelihood Estimation of Latent Affine Processes pp. 909-965 David S. Bates Competition and Strategic Information Acquisition in Credit Markets pp. 967-1000 Robert Hauswald and Robert Marquez Asset Pricing Models and Financial Market Anomalies pp. 1001-1040 Doron Avramov and Tarun Chordia Innovation, Differentiation, and the Choice of an Underwriter: Evidence from Equity-Linked Securities pp. 1041-1080 Enrique Schroth The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis pp. 1081-1111 Venkat R. Eleswarapu and Kumar Venkataraman Volume 19, issue 2 , 2006
Note from the Editor pp. 357-357 Matthew Spiegel The Behavior of Interest Rates pp. 359-379 Eugene F. Fama IPO Underpricing and After-Market Liquidity pp. 381-421 Andrew Ellul and Marco Pagano Evaluating Government Bond Fund Performance with Stochastic Discount Factors pp. 423-455 Wayne Ferson , Tyler R. Henry and Darren J. Kisgen A Trade-Based Analysis of Momentum pp. 457-491 Soeren Hvidkjaer Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence pp. 493-529 U. Çetin , Robert A Jarrow , P. Protter and M. Warachka Financial Constraints Risk pp. 531-559 Toni Whited and Guojun Wu If at First You Don't Succeed: The Effect of the Option to Resolicit on Corporate Takeovers pp. 561-603 Ann B. Gillette and Thomas H. Noe Capital Structure, Compensation and Incentives pp. 605-632 Alan V. S. Douglas Hedging, Familiarity and Portfolio Choice pp. 633-685 Massimo Massa and Andrei Simonov Loan Sales and the Cost of Corporate Borrowing pp. 687-716 A. Burak Güner Volume 19, issue 1 , 2006
Labor Income and Predictable Stock Returns pp. 1-44 Tano Santos and Pietro Veronesi Does the Source of Capital Affect Capital Structure? pp. 45-79 Michael Faulkender and Mitchell Petersen Credit Ratings as Coordination Mechanisms pp. 81-118 Arnoud Boot , Todd T. Milbourn and Anjolein Schmeits Credit Ratings and Stock Liquidity pp. 119-157 Elizabeth R. Odders-White and Mark J. Ready Explaining Returns with Cash-Flow Proxies pp. 159-194 Peter Hecht and Tuomo Vuolteenaho Competition and Cooperation in Divisible Good Auctions: An Experimental Examination pp. 195-235 Orly Sade , Charles Schnitzlein and Jaime F. Zender Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model pp. 237-271 Yufeng Han Exchange Rates, Equity Prices, and Capital Flows pp. 273-317 Harald Hau and Helene Rey Analysts' Weighting of Private and Public Information pp. 319-355 Qi Chen and Wei Jiang
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