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 2, issue 3, 1999

Capital Structure, Information Acquisition and Investment Decisions in an Industry Framework pp. 251-271

Vojislav Maksimovic, Alex Stomper and Josef Zechner

Security Design, Insider Monitoring, and Financial Market Equilibrium pp. 273-302

Hiroshi Osano

The Predictive Power of the French Market Volatility Index: A Multi Horizons Study pp. 303-320

Franck Moraux, Patrick Navatte and Christophe Villa

A Model for Studying the Effect of EMU on European Yield Curves pp. 321-363

Jesper Lund

Volume 2, issue 2, 1999

Learning about Risk: Some Lessons from Insurance pp. 113-124

Hélyette Geman

Bank Capital Standards for Market Risk: A Welfare Analysis pp. 125-157

David Marshall and Subu Venkataraman

Comment on ‘Bank Capital Standards for Market Risk: A Welfare Analysis’ pp. 159-160

Pierre Mella-Barral

Non-Linear Value-at-Risk pp. 161-187

Mark Britten-Jones and Stephen M. Schaefer

Comment on ‘Non-Linear Value-at-Risk’ pp. 189-193

Zvi Wiener

Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships pp. 195-223

Ian A. Cooper and Antonio S. Mello

Comments on ‘Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships’ pp. 225-228

George Allayannis

Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies pp. 229-246

Bhagwan Chowdhry and Jonathan T. B. Howe

Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’ pp. 247-249

Harald Hau

Volume 2, issue 1, 1998

The Bankruptcy Decision and Debt Contract Renegotiations pp. 1-27

Elazar Berkovitch and Ronen Israel

Front-Running by Mutual Fund Managers: A Mixed Bag pp. 29-56

Jean-Pierre Danthine and Serge Moresi

Mutual Fund Performance: Evidence from the UK pp. 57-77

David Blake and Allan Timmermann

The Variance Gamma Process and Option Pricing pp. 79-105

Dilip B. Madan, Peter Carr and Eric C. Chang

Volume 1, issue 3, 1998

The Role of Learning in Dynamic Portfolio Decisions pp. 295-306

M. J. Brennan

Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis pp. 307-335

Antonio Scalia

Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market pp. 337-359

Frank De Jong and Monique W. M. Donders

Diversified Portfolios in Continuous Time pp. 361-387

Tomas Bjork and Bertil Näslund

Volume 1, issue 2, 1997

Monitoring, Implicit Contracting, and the Lack of Permanence of Leveraged Buyouts pp. 139-163

Michel A. Habib

Comment on ‘Monitoring, Implicit Contracting, and the Lack of Permanence of Leveraged Buyouts’ pp. 165-168

Josef Zechner

Matching Organizational Structure with Firm Attributes: A Study of Master Limited Partnerships pp. 169-191

Conrad S. Ciccotello and Chris J. Muscarella

Comment on ‘Matching Organizational Structure with Firm Attributes: A study of Master Limited Partnerships’ pp. 193-196

Claudio Loderer

Corporate Restructuring in Response to Performance Decline: Impact of Ownership, Governance and Lenders pp. 197-233

Jim Lai and Sudi Sudarsanam

Comment on ‘Corporate Restructuring in Response to Performance Decline: Impact of Ownership, Governance and Lenders’ pp. 235-237

Colin Mayer

Top Management Compensation and the Structure of the Board of Directors in Commercial Banks pp. 239-259

Lazarus Angbazo and Ranga Narayanan

Comment on ‘Top Management Compensation and the Structure of the Board of Directors in Commercial Banks’ pp. 261-264

Karin Thorburn

Determinants of Intercorporate Shareholdings pp. 265-287

Øyvind Bøhren and Oyvind Norli

Comment on ‘Determinants of Intercorporate Shareholdings’ pp. 289-293

Bjorn Eckbo

Volume 1, issue 1, 1997

A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries pp. 1-13

Robert Merton

Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? pp. 15-30

Robert Jarrow and Dilip B. Madan

Warrants on the London Stock Exchange: Pricing Biases and Investor Confusion pp. 31-49

Gordon Gemmill and Dylan Thomas

The Effect of Illegal Insider Trading on Takeover Premia pp. 51-80

Lisa K. Meulbroek and Carolyn Hart

Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option pp. 81-104

Avi Bick

The Dynamics of Short-Term Interest Rate Volatility Reconsidered pp. 105-130

Kees G. Koedijk, François G. J. A. Nissen, Peter C. Schotman and Christian Wolff