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 6, issue 3, 2002

Risk Preferences Heterogeneity: Evidence from Asset Markets pp. 277-290

Doron Kliger and Ori Levy

Seasoned Equity Issues in a Closely Held Market: Evidence from France pp. 291-319

Jean-François Gajewski and Edith Ginglinger

American-style Indexed Executive Stock Options pp. 321-358

Peter Jørgensen

Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing pp. 361-396

Robert R. Bliss and Mark J. Flannery

The Skill Profile of Central Bankers and Supervisors pp. 397-427

Charles Goodhart, Dirk Schoenmaker and Paolo Dasgupta

Enhancing Bank Transparency: A Re-assessment pp. 429-445

Ari Hyytinen and Tuomas Takalo

Volume 6, issue 2, 2002

The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report pp. 133-161

Nikolaus Hautsch and Dieter Hess

Do Firms Use Derivatives to Reduce their Dependence on External Capital Markets? pp. 163-187

Tim R. Adam

The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets pp. 189-221

Neal Maroney and Aris Protopapadakis

Suspension of Convertibility versus Deposit Insurance: A Welfare Comparison pp. 223-244

Margarita Samartín

Production and the Real Rate of Interest: A Sample Path Equilibrium pp. 247-275

David Feldman

Volume 6, issue 1, 2002

Optimal Decision-Making with Time Diversification pp. 1-30

Paolo Vanini and Luigi Vignola

The Disciplining Role of Leverage in Dutch Firms pp. 31-62

Abe De Jong

Endogenous Managerial Incentives and the Optimal Combination of Debt and Dividend Commitments pp. 63-99

Alan V. Douglas

The Interest Rate Exposure of Nonfinancial Corporations pp. 101-125

Söhnke Bartram

Volume 5, issue 3, 2001

Ownership Structure and the Life-Cycle of the Firm: A Theory of the Decision to Go Public pp. 167-200

Ernst Maug

Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis pp. 201-237

Frank De Jong, Joost Driessen and Antoon Pelsser

Production and the Real Rate of Interest: A Sample Path Equilibrium pp. 239-267

David Feldman

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor pp. 269-292

John Campbell, João Cocco, Francisco Gomes, Pascal J. Maenhout and Luis Viceira

The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks pp. 295-317

John R. M. Hand

Comment on ‘The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks’ pp. 319-321

Eli Talmor

A Wealth-Based Explanation for Earnings Conservatism pp. 323-349

Martien Lubberink and Carel Huijgen

Comment on ‘A Wealth Based Explanation for Earnings Conservatism’ pp. 351-352

Simon Benninga

Book Reviews pp. 353-356

Peter P. M. Smid

Book Reviews pp. 357-359

Giorgio S. Questa

Volume 5, issue 1-2, 2001

Competition Among Banks: Introduction and Conference Overview pp. 1-11

Franklin Allen, Hans Gersbach, Jan Krahnen and Anthony M. Santomero

Bank Competition: A Changing Paradigm pp. 13-20

Tommaso Padoa-Schioppa

Screening, Bidding, and the Loan Market Tightness* pp. 21-61

Melanie Cao and Shouyong Shi

Industrial Organization of Financial Systems and Strategic Use of Relationship Banking pp. 63-78

Yishay Yafeh and Oved Yosha

Loanable Funds, Monitoring and Banking pp. 79-114

Huberto Ennis

The Effects of Dynamic Changes in Bank Competition on the Supply of Small Business Credit pp. 115-139

Allen N. Berger, Lawrence G. Goldberg and Lawrence J. White

European Bank Performance Beyond Country Borders: What Really Matters?* pp. 141-165

Ana Lozano-Vivas, Jesus Pastor and Iftekhar Hasan

Volume 4, issue 3, 2000

The Valuation of Executive Stock Options in an Intensity-Based Framework pp. 211-230

Peter Carr and Vadim Linetsky

Optimal Hedging and Valuation of Nontraded Assets pp. 231-251

Lucie Teplå

Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market pp. 253-278

Alexandra E. Mackay, Eliezer Z. Prisman and Yisong S. Tian

Capital Structure in an Industry Equilibrium with Endogenous Liquidation Values pp. 279-299

Miguel Rosellón

Volume 4, issue 2, 2000

Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market? pp. 97-127

Nicolas Clerc and Rajna Gibson

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model pp. 129-156

Peter Ove Christensen, Svend Erik Graversen and Kristian R. Miltersen

Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany pp. 157-195

Erik Lehmann and Jürgen Weigand

Stochastic Interest Rates and the Bond-Stock Mix pp. 197-210

Michael J. Brennan and Yihong Xia

Volume 4, issue 1, 2000

Optimal Portfolio Choice under Heterogeneous Beliefs pp. 1-19

Alexandre Ziegler

The Valuation of Volatility Options pp. 21-50

Jerome Detemple and Carlton Osakwe

Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate pp. 51-67

Frank Riedel

Pricing and Hedging Discount Bond Options in the Presence of Model Risk pp. 69-90

F. S. Lhabitant, C. Martini and A. Reghai

Volume 3, issue 3, 1999

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model pp. 239-268

Brian Huge and David Lando

Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ pp. 269-272

Georges Hübner

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates pp. 273-310

George J. Jiang and Pieter van der Sluis

Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ pp. 311-317

Bent Jesper Christensen

Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk pp. 319-342

Dietmar P. J. Leisen

Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’ pp. 343-345

Hans-Peter Bermin

The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices pp. 347-388

Claus Munk

Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ pp. 389-392

Thaleia Zariphopoulou

Volume 3, issue 2, 1999

Are Investors Sensitive to the Quality and the Disclosure of Financial Statements? pp. 131-159

Birgül Caramanolis-Çötelli, Lucien Gardiol, Rajna Gibson-Asner and Nils S. Tuchschmid

The Predictability of Short-Horizon Stock Returns pp. 161-173

Bryan Mase

The Vouchers Privatization Process as a Price Discovery Mechanism pp. 175-203

Elli Kraizberg

Asset Pricing Specification Errors and Performance Evaluation pp. 205-232

Jia He, Lilian Ng and Chu Zhang

An Interpretation of SDF Based Performance Measures pp. 233-237

Paul Söderlind

Volume 3, issue 1, 1999

The Market for Corporate Control and the Agency Paradigm pp. 1-22

Norvald Instefjord

Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension pp. 23-46

Rainer Schöbel and Jianwei Zhu

Reflections on the Origins of the European Finance Association pp. 49-51

Edwin J. Elton and Martin J. Gruber

Common Factors in Active and Passive Portfolios pp. 53-78

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel pp. 79-102

Günter Franke, Richard C. Stapleton and Marti G. Subrahmanyam

What is the International Dimension of International Finance? pp. 103-119

Richard A. Brealey, Ian A. Cooper and Evi Kaplanis