Review of Finance

1997 - 2025

Continuation of Review of Finance.

Current editor(s): Marcin Kacperczyk

From European Finance Association
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Contact information at EDIRC.
Bibliographic data for series maintained by Oxford University Press ().

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Volume 9, issue 4, 2005

Talk and Action: What Individual Investors Say and What They Do pp. 437-481

Daniel Dorn and Gur Huberman

Behavioral Biases and Investment pp. 483-507

Massimo Massa and Andrei Simonov

Dollar Cost Averaging pp. 509-535

Michael J. Brennan, Feifei Li and Walter N. Torous

Awareness and Stock Market Participation pp. 537-567

Luigi Guiso and Tullio Jappelli

Volume 9, issue 3, 2005

Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets? pp. 305-351

Lei Feng and Mark S. Seasholes

Allocation of Decision-making Authority pp. 353-383

Milton Harris and Artur Raviv

Understanding the Positive Announcement Effects of Private Equity Placements: New Insights from Hong Kong Data pp. 385-414

Xueping Wu, Zheng Wang and Jun Yao

The Generalized Treynor Ratio pp. 415-435

Georges Hübner

Volume 9, issue 2, 2005

Human Capital and Popular Investment Advice pp. 139-164

Glenn Boyle and Graeme Guthrie

Optimal Liquidity Trading pp. 165-200

Gur Huberman and Werner Stanzl

Aggressive Orders and the Resiliency of a Limit Order Market pp. 201-242

Hans Degryse, Frank De Jong, Maarten Van Ravenswaaij and Gunther Wuyts

September 11 and Stock Return Expectations of Individual Investors pp. 243-279

Markus Glaser and Martin Weber

What's in a Name? An Experimental Examination of Investment Behavior pp. 281-304

Lucy Ackert, Bryan K. Church, James Tompkins and Ping Zhang

Volume 9, issue 1, 2005

The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market pp. 1-32

David Goldreich, Bernd Hanke and Purnendu Nath

Rationing in IPOs pp. 33-63

Christine A. Parlour and Uday Rajan

Financial Distress and Bank Restructuring of Small to Medium Size UK Companies pp. 65-96

Julian Franks and Oren Sussman

Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia pp. 97-137

Peter Hördahl and David Vestin

Volume 8, issue 4, 2004

Mergers and Acquisitions: An Experimental Analysis of Synergies, Externalities and Dynamics pp. 481-514

Rachel Croson, Armando Gomes, Kathleen L. McGinn and Markus Nöth

A Time-Series Analysis of Corporate Payout Policies pp. 515-536

Oded Sarig

Bankruptcy Prediction with Industry Effects pp. 537-569

Sudheer Chava and Robert Jarrow

Deposit Insurance, Moral Hazard and Market Monitoring pp. 571-602

Reint Gropp and Jukka Vesala

Volume 8, issue 3, 2004

Exit Options in Corporate Finance: Liquidity versus Incentives pp. 327-353

Philippe Aghion, Patrick Bolton and Jean Tirole

R&D Investments with Competitive Interactions pp. 355-401

Kristian R. Miltersen and Eduardo S. Schwart

Performance and Employer Stock in 401(k) Plans pp. 403-443

Gur Huberman and Paul Sengmueller

Heterogeneity in Financial Market Participation: Appraising its Implications for the C-CAPM pp. 445-480

Monica Paiella

Volume 8, issue 2, 2004

Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets pp. 135-169

Peter Bossaerts and Charles Plott

Measuring Systematic Risk in EMU Government Yield Spreads pp. 171-197

Alois Geyer, Stephan Kossmeier and Stefan Pichler

Regulating Insider Trading When Investment Matters pp. 199-277

Luis Angel Medran and Xavier Vives

Robustness and Ambiguity Aversion in General Equilibrium pp. 279-324

Fabio Trojani and Paolo Vanini

Volume 8, issue 1, 2004

Liquidity Black Holes pp. 1-18

Stephen Morris and Hyun Song Shin

The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds pp. 19-47

Elroy Dimson and Bernd Hanke

Price Discovery across the Rhine pp. 49-74

Bruno Biais and Isabelle Martinez

Venture Capital Finance: A Security Design Approach pp. 75-108

Rafael Repullo and Javier Suarez

Why is the Index Smile So Steep? pp. 109-127

Nicole Branger and Christian Schlag

Volume 7, issue 3, 2003

Corporate Walkout Decisions and the Value of Default pp. 325-360

Tom Dahlström and Pierre Mella-Barral

Pricing and Hedging American Options Using Approximations by Kim Integral Equations pp. 361-383

Siim Kallast and Andi Kivinukk

Closure Policy when Bank Inspection Can Be Manipulated pp. 385-408

Aleix Calveras

Deposit Collateral and the Role of Banks pp. 409-435

Hirofumi Uchida

Demand Curves for European Stocks Slope Down Too pp. 437-457

Robert Neumann and Torben Voetmann

The Impact of Delivery Risk on Optimal Production and Futures Hedging pp. 459-477

Axel F.A. Adam-Müller and Kit Pong Wong

Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility pp. 481-510

Robert Z. Aliber, Bhagwan Chowdhry and Shu Yan

Comment on ‘Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase Volatility’ pp. 511-514

Ingrid M. Werner

Taxes and Venture Capital Support pp. 515-539

Christian Keuschnigg and Søren Nielsen

Comment on ‘Taxes and Venture Capital Support’ pp. 541-545

Holger M. Müller

Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle? pp. 547-582

Gene Amromin

Comment on ‘Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?’ pp. 583-586

Harold H. Zhang

Book Review pp. 587-599

Frans M. Tempelaar

Volume 7, issue 2, 2003

Capital Market Equilibrium with Differential Taxation pp. 121-159

Suleyman Basak and Michael Gallmeyer

Termination Risk, Multiple Managers and Mutual Fund Tournaments pp. 161-190

Jiaping Qiu

Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets pp. 191-233

Aleš Černý

Mood and Judgment of Subjective Probabilities: Evidence from the U.S. Index Option Market pp. 235-248

Doron Kliger and Ori Levy

Analytical Approach to Value Options with State Variables of a Lévy System pp. 249-276

Long Nguyen-Thanh

Debt Issue Costs and Issue Characteristics in the Market for U.S. Dollar Denominated International Bonds pp. 277-296

Arie Melnik and Doron Nissim

Uncertainty and Financing Constraints pp. 297-321

Hong Bo, Robert Lensink and Elmer Sterken

Book Review pp. 323-324

Ton Vorst

Volume 7, issue 1, 2003

Trader Anonymity, Price Formation and Liquidity pp. 1-26

Erik Theissen

Research and Development Activity and Expected Returns in the United Kingdom pp. 27-46

A. Al-Horani, P. F. Pope and A. W. Stark

Design and Estimation of Quadratic Term Structure Models pp. 47-73

Markus Leippold and Liuren Wu

Local Expected Shortfall-Hedging in Discrete Time pp. 75-102

Marco Schulmerich and Siegfried Trautmann

The Term Structure of Interest Rates: Bounded or Falling? pp. 103-113

David Feldman